ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 131-105 130-200 -0-225 -0.5% 129-250
High 131-105 130-285 -0-140 -0.3% 131-110
Low 130-190 130-095 -0-095 -0.2% 129-210
Close 130-200 130-135 -0-065 -0.2% 131-055
Range 0-235 0-190 -0-045 -19.1% 1-220
ATR 0-234 0-231 -0-003 -1.3% 0-000
Volume 608,913 717,546 108,633 17.8% 3,764,266
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-102 131-308 130-240
R3 131-232 131-118 130-187
R2 131-042 131-042 130-170
R1 130-248 130-248 130-152 130-210
PP 130-172 130-172 130-172 130-152
S1 130-058 130-058 130-118 130-020
S2 129-302 129-302 130-100
S3 129-112 129-188 130-083
S4 128-242 128-318 130-030
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
5 131-140 130-095 1-045 0.9% 0-205 0.5% 11% False True 664,084
10 131-140 129-125 2-015 1.6% 0-226 0.5% 50% False False 732,280
20 131-140 128-200 2-260 2.2% 0-241 0.6% 64% False False 745,386
40 131-140 126-070 5-070 4.0% 0-243 0.6% 81% False False 377,434
60 131-140 126-070 5-070 4.0% 0-211 0.5% 81% False False 251,959
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-067
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-132
2.618 132-142
1.618 131-272
1.000 131-155
0.618 131-082
HIGH 130-285
0.618 130-212
0.500 130-190
0.382 130-168
LOW 130-095
0.618 129-298
1.000 129-225
1.618 129-108
2.618 128-238
4.250 127-248
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 130-190 130-278
PP 130-172 130-230
S1 130-153 130-182

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

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