ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 129-300 129-315 0-015 0.0% 131-055
High 130-030 130-230 0-200 0.5% 131-140
Low 129-250 129-300 0-050 0.1% 129-260
Close 129-305 130-225 0-240 0.6% 129-275
Range 0-100 0-250 0-150 150.0% 1-200
ATR 0-214 0-217 0-003 1.2% 0-000
Volume 164,778 312,189 147,411 89.5% 2,520,662
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-255 132-170 131-042
R3 132-005 131-240 130-294
R2 131-075 131-075 130-271
R1 130-310 130-310 130-248 131-032
PP 130-145 130-145 130-145 130-166
S1 130-060 130-060 130-202 130-102
S2 129-215 129-215 130-179
S3 128-285 129-130 130-156
S4 128-035 128-200 130-088
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
5 130-285 129-250 1-035 0.8% 0-177 0.4% 83% False False 385,058
10 131-140 129-250 1-210 1.3% 0-192 0.5% 56% False False 535,711
20 131-140 128-200 2-260 2.2% 0-226 0.5% 74% False False 706,349
40 131-140 128-150 2-310 2.3% 0-228 0.5% 75% False False 407,317
60 131-140 126-070 5-070 4.0% 0-214 0.5% 86% False False 271,947
80 131-140 126-070 5-070 4.0% 0-176 0.4% 86% False False 204,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134-012
2.618 132-244
1.618 131-314
1.000 131-160
0.618 131-064
HIGH 130-230
0.618 130-134
0.500 130-105
0.382 130-076
LOW 129-300
0.618 129-146
1.000 129-050
1.618 128-216
2.618 127-286
4.250 126-198
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 130-185 130-177
PP 130-145 130-128
S1 130-105 130-080

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

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