ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 130-195 130-155 -0-040 -0.1% 129-300
High 130-235 130-280 0-045 0.1% 131-075
Low 130-080 130-065 -0-015 0.0% 129-250
Close 130-125 130-160 0-035 0.1% 131-040
Range 0-155 0-215 0-060 38.7% 1-145
ATR 0-207 0-208 0-001 0.3% 0-000
Volume 646,858 1,012,909 366,051 56.6% 1,036,884
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-173 132-062 130-278
R3 131-278 131-167 130-219
R2 131-063 131-063 130-199
R1 130-272 130-272 130-180 131-008
PP 130-168 130-168 130-168 130-196
S1 130-057 130-057 130-140 130-112
S2 129-273 129-273 130-121
S3 129-058 129-162 130-101
S4 128-163 128-267 130-042
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
5 131-075 130-065 1-010 0.8% 0-172 0.4% 29% False True 554,296
10 131-075 129-250 1-145 1.1% 0-174 0.4% 49% False False 469,677
20 131-140 129-035 2-105 1.8% 0-206 0.5% 60% False False 606,612
40 131-140 128-200 2-260 2.2% 0-218 0.5% 67% False False 476,052
60 131-140 126-070 5-070 4.0% 0-216 0.5% 82% False False 318,104
80 131-140 126-070 5-070 4.0% 0-186 0.4% 82% False False 238,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-234
2.618 132-203
1.618 131-308
1.000 131-175
0.618 131-093
HIGH 130-280
0.618 130-198
0.500 130-172
0.382 130-147
LOW 130-065
0.618 129-252
1.000 129-170
1.618 129-037
2.618 128-142
4.250 127-111
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 130-172 130-172
PP 130-168 130-168
S1 130-164 130-164

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

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