ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 130-240 130-225 -0-015 0.0% 129-250
High 131-020 131-110 0-090 0.2% 131-110
Low 130-145 130-175 0-030 0.1% 129-210
Close 130-230 131-055 0-145 0.3% 131-055
Range 0-195 0-255 0-060 30.8% 1-220
ATR 0-239 0-240 0-001 0.5% 0-000
Volume 798,170 732,370 -65,800 -8.2% 3,764,266
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-132 133-028 131-195
R3 132-197 132-093 131-125
R2 131-262 131-262 131-102
R1 131-158 131-158 131-078 131-210
PP 131-007 131-007 131-007 131-032
S1 130-223 130-223 131-032 130-275
S2 130-072 130-072 131-008
S3 129-137 129-288 130-305
S4 128-202 129-033 130-235
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 135-252 135-053 132-032
R3 134-032 133-153 131-204
R2 132-132 132-132 131-154
R1 131-253 131-253 131-104 132-032
PP 130-232 130-232 130-232 130-281
S1 130-033 130-033 131-006 130-132
S2 129-012 129-012 130-276
S3 127-112 128-133 130-226
S4 125-212 126-233 130-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-110 129-210 1-220 1.3% 0-221 0.5% 90% True False 752,853
10 131-110 129-035 2-075 1.7% 0-233 0.6% 92% True False 783,785
20 131-110 128-200 2-230 2.1% 0-238 0.6% 94% True False 661,241
40 131-110 126-070 5-040 3.9% 0-234 0.6% 97% True False 332,719
60 131-110 126-070 5-040 3.9% 0-210 0.5% 97% True False 222,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-068
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-234
2.618 133-138
1.618 132-203
1.000 132-045
0.618 131-268
HIGH 131-110
0.618 131-013
0.500 130-302
0.382 130-272
LOW 130-175
0.618 130-017
1.000 129-240
1.618 129-082
2.618 128-147
4.250 127-051
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 131-031 131-014
PP 131-007 130-293
S1 130-302 130-252

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These figures are updated between 7pm and 10pm EST after a trading day.

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