ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 130-195 130-195 0-000 0.0% 129-300
High 130-280 130-235 -0-045 -0.1% 131-075
Low 130-155 130-080 -0-075 -0.2% 129-250
Close 130-175 130-125 -0-050 -0.1% 131-040
Range 0-125 0-155 0-030 24.0% 1-145
ATR 0-212 0-207 -0-004 -1.9% 0-000
Volume 551,799 646,858 95,059 17.2% 1,036,884
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-292 131-203 130-210
R3 131-137 131-048 130-168
R2 130-302 130-302 130-153
R1 130-213 130-213 130-139 130-180
PP 130-147 130-147 130-147 130-130
S1 130-058 130-058 130-111 130-025
S2 129-312 129-312 130-097
S3 129-157 129-223 130-082
S4 129-002 129-068 130-040
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
5 131-075 129-300 1-095 1.0% 0-179 0.4% 35% False False 414,152
10 131-105 129-250 1-175 1.2% 0-176 0.4% 39% False False 429,277
20 131-140 129-035 2-105 1.8% 0-202 0.5% 55% False False 592,120
40 131-140 128-200 2-260 2.2% 0-217 0.5% 63% False False 450,884
60 131-140 126-070 5-070 4.0% 0-216 0.5% 80% False False 301,245
80 131-140 126-070 5-070 4.0% 0-184 0.4% 80% False False 226,051
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-254
2.618 132-001
1.618 131-166
1.000 131-070
0.618 131-011
HIGH 130-235
0.618 130-176
0.500 130-158
0.382 130-139
LOW 130-080
0.618 129-304
1.000 129-245
1.618 129-149
2.618 128-314
4.250 128-061
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 130-158 130-238
PP 130-147 130-200
S1 130-136 130-162

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

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