ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 130-185 130-245 0-060 0.1% 129-300
High 130-295 131-075 0-100 0.2% 131-075
Low 130-135 130-190 0-055 0.1% 129-250
Close 130-270 131-040 0-090 0.2% 131-040
Range 0-160 0-205 0-045 28.1% 1-145
ATR 0-213 0-212 -0-001 -0.3% 0-000
Volume 269,767 290,150 20,383 7.6% 1,036,884
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-290 132-210 131-153
R3 132-085 132-005 131-096
R2 131-200 131-200 131-078
R1 131-120 131-120 131-059 131-160
PP 130-315 130-315 130-315 131-015
S1 130-235 130-235 131-021 130-275
S2 130-110 130-110 131-002
S3 129-225 130-030 130-304
S4 129-020 129-145 130-247
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 135-023 134-177 131-296
R3 133-198 133-032 131-168
R2 132-053 132-053 131-125
R1 131-207 131-207 131-083 131-290
PP 130-228 130-228 130-228 130-270
S1 130-062 130-062 130-317 130-145
S2 129-083 129-083 130-275
S3 127-258 128-237 130-232
S4 126-113 127-092 130-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-075 129-250 1-145 1.1% 0-187 0.4% 92% True False 267,264
10 131-140 129-250 1-210 1.3% 0-189 0.5% 81% False False 428,991
20 131-140 128-200 2-260 2.1% 0-217 0.5% 89% False False 622,178
40 131-140 128-200 2-260 2.1% 0-224 0.5% 89% False False 421,191
60 131-140 126-070 5-070 4.0% 0-215 0.5% 94% False False 281,278
80 131-140 126-070 5-070 4.0% 0-180 0.4% 94% False False 211,068
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-306
2.618 132-292
1.618 132-087
1.000 131-280
0.618 131-202
HIGH 131-075
0.618 130-317
0.500 130-292
0.382 130-268
LOW 130-190
0.618 130-063
1.000 129-305
1.618 129-178
2.618 128-293
4.250 127-279
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 131-018 130-302
PP 130-315 130-245
S1 130-292 130-188

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

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