ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 130-140 130-155 0-015 0.0% 131-055
High 130-230 130-160 -0-070 -0.2% 131-140
Low 130-105 129-260 -0-165 -0.4% 129-260
Close 130-145 129-275 -0-190 -0.5% 129-275
Range 0-125 0-220 0-095 76.0% 1-200
ATR 0-223 0-223 0-000 -0.1% 0-000
Volume 431,339 299,440 -131,899 -30.6% 2,520,662
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-038 131-217 130-076
R3 131-138 130-317 130-016
R2 130-238 130-238 129-315
R1 130-097 130-097 129-295 130-058
PP 130-018 130-018 130-018 129-319
S1 129-197 129-197 129-255 129-158
S2 129-118 129-118 129-235
S3 128-218 128-297 129-214
S4 127-318 128-077 129-154
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 135-078 134-057 130-241
R3 133-198 132-177 130-098
R2 131-318 131-318 130-050
R1 130-297 130-297 130-003 130-208
PP 130-118 130-118 130-118 130-074
S1 129-097 129-097 129-227 129-008
S2 128-238 128-238 129-180
S3 127-038 127-217 129-132
S4 125-158 126-017 128-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 129-260 1-200 1.3% 0-184 0.4% 3% False True 504,132
10 131-140 129-210 1-250 1.4% 0-202 0.5% 11% False False 628,492
20 131-140 128-200 2-260 2.2% 0-235 0.6% 44% False False 754,303
40 131-140 126-120 5-020 3.9% 0-237 0.6% 69% False False 395,660
60 131-140 126-070 5-070 4.0% 0-212 0.5% 70% False False 263,999
80 131-140 126-070 5-070 4.0% 0-171 0.4% 70% False False 198,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-135
2.618 132-096
1.618 131-196
1.000 131-060
0.618 130-296
HIGH 130-160
0.618 130-076
0.500 130-050
0.382 130-024
LOW 129-260
0.618 129-124
1.000 129-040
1.618 128-224
2.618 128-004
4.250 126-285
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 130-050 130-112
PP 130-018 130-060
S1 129-307 130-008

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

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