ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 130-200 130-140 -0-060 -0.1% 129-250
High 130-285 130-230 -0-055 -0.1% 131-110
Low 130-095 130-105 0-010 0.0% 129-210
Close 130-135 130-145 0-010 0.0% 131-055
Range 0-190 0-125 -0-065 -34.2% 1-220
ATR 0-231 0-223 -0-008 -3.3% 0-000
Volume 717,546 431,339 -286,207 -39.9% 3,764,266
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 131-215 131-145 130-214
R3 131-090 131-020 130-179
R2 130-285 130-285 130-168
R1 130-215 130-215 130-156 130-250
PP 130-160 130-160 130-160 130-178
S1 130-090 130-090 130-134 130-125
S2 130-035 130-035 130-122
S3 129-230 129-285 130-111
S4 129-105 129-160 130-076
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% 0-191 0.5% 14% False False 590,718
10 131-140 129-210 1-250 1.4% 0-206 0.5% 45% False False 675,579
20 131-140 128-200 2-260 2.2% 0-235 0.6% 65% False False 758,191
40 131-140 126-070 5-070 4.0% 0-242 0.6% 81% False False 388,208
60 131-140 126-070 5-070 4.0% 0-209 0.5% 81% False False 259,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 132-121
2.618 131-237
1.618 131-112
1.000 131-035
0.618 130-307
HIGH 130-230
0.618 130-182
0.500 130-168
0.382 130-153
LOW 130-105
0.618 130-028
1.000 129-300
1.618 129-223
2.618 129-098
4.250 128-214
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 130-168 130-260
PP 130-160 130-222
S1 130-152 130-183

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

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