ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 130-155 129-300 -0-175 -0.4% 131-055
High 130-160 130-030 -0-130 -0.3% 131-140
Low 129-260 129-250 -0-010 0.0% 129-260
Close 129-275 129-305 0-030 0.1% 129-275
Range 0-220 0-100 -0-120 -54.5% 1-200
ATR 0-223 0-214 -0-009 -3.9% 0-000
Volume 299,440 164,778 -134,662 -45.0% 2,520,662
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 130-282 130-233 130-040
R3 130-182 130-133 130-012
R2 130-082 130-082 130-003
R1 130-033 130-033 129-314 130-058
PP 129-302 129-302 129-302 129-314
S1 129-253 129-253 129-296 129-278
S2 129-202 129-202 129-287
S3 129-102 129-153 129-278
S4 129-002 129-053 129-250
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
5 131-105 129-250 1-175 1.2% 0-174 0.4% 11% False True 444,403
10 131-140 129-250 1-210 1.3% 0-190 0.5% 10% False True 592,334
20 131-140 128-200 2-260 2.2% 0-224 0.5% 47% False False 743,939
40 131-140 127-070 4-070 3.2% 0-232 0.6% 65% False False 399,678
60 131-140 126-070 5-070 4.0% 0-213 0.5% 72% False False 266,744
80 131-140 126-070 5-070 4.0% 0-172 0.4% 72% False False 200,167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-054
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 131-135
2.618 130-292
1.618 130-192
1.000 130-130
0.618 130-092
HIGH 130-030
0.618 129-312
0.500 129-300
0.382 129-288
LOW 129-250
0.618 129-188
1.000 129-150
1.618 129-088
2.618 128-308
4.250 128-145
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 129-303 130-080
PP 129-302 130-048
S1 129-300 130-017

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

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