ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 130-245 130-195 -0-050 -0.1% 129-300
High 131-075 130-280 -0-115 -0.3% 131-075
Low 130-190 130-155 -0-035 -0.1% 129-250
Close 131-040 130-175 -0-185 -0.4% 131-040
Range 0-205 0-125 -0-080 -39.0% 1-145
ATR 0-212 0-212 -0-001 -0.2% 0-000
Volume 290,150 551,799 261,649 90.2% 1,036,884
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-258 131-182 130-244
R3 131-133 131-057 130-209
R2 131-008 131-008 130-198
R1 130-252 130-252 130-186 130-228
PP 130-203 130-203 130-203 130-191
S1 130-127 130-127 130-164 130-102
S2 130-078 130-078 130-152
S3 129-273 130-002 130-141
S4 129-148 129-197 130-106
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% 0-168 0.4% 53% False False 317,736
10 131-140 129-250 1-210 1.3% 0-176 0.4% 46% False False 410,934
20 131-140 129-035 2-105 1.8% 0-204 0.5% 62% False False 597,359
40 131-140 128-200 2-260 2.2% 0-219 0.5% 68% False False 434,918
60 131-140 126-070 5-070 4.0% 0-215 0.5% 83% False False 290,469
80 131-140 126-070 5-070 4.0% 0-182 0.4% 83% False False 217,966
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-171
2.618 131-287
1.618 131-162
1.000 131-085
0.618 131-037
HIGH 130-280
0.618 130-232
0.500 130-218
0.382 130-203
LOW 130-155
0.618 130-078
1.000 130-030
1.618 129-273
2.618 129-148
4.250 128-264
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 130-218 130-265
PP 130-203 130-235
S1 130-189 130-205

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

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