ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 130-155 130-160 0-005 0.0% 130-195
High 130-280 130-285 0-005 0.0% 130-285
Low 130-065 130-030 -0-035 -0.1% 130-030
Close 130-160 130-240 0-080 0.2% 130-240
Range 0-215 0-255 0-040 18.6% 0-255
ATR 0-208 0-211 0-003 1.6% 0-000
Volume 1,012,909 915,615 -97,294 -9.6% 3,127,181
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-310 132-210 131-060
R3 132-055 131-275 130-310
R2 131-120 131-120 130-287
R1 131-020 131-020 130-263 131-070
PP 130-185 130-185 130-185 130-210
S1 130-085 130-085 130-217 130-135
S2 129-250 129-250 130-193
S3 128-315 129-150 130-170
S4 128-060 128-215 130-100
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-310 132-210 131-060
R3 132-055 131-275 130-310
R2 131-120 131-120 130-287
R1 131-020 131-020 130-263 131-070
PP 130-185 130-185 130-185 130-210
S1 130-085 130-085 130-217 130-135
S2 129-250 129-250 130-193
S3 128-315 129-150 130-170
S4 128-060 128-215 130-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-075 130-030 1-045 0.9% 0-191 0.5% 58% False True 683,466
10 131-075 129-250 1-145 1.1% 0-181 0.4% 67% False False 489,484
20 131-140 129-125 2-015 1.6% 0-204 0.5% 66% False False 610,882
40 131-140 128-200 2-260 2.2% 0-220 0.5% 76% False False 498,883
60 131-140 126-070 5-070 4.0% 0-218 0.5% 87% False False 333,363
80 131-140 126-070 5-070 4.0% 0-190 0.5% 87% False False 250,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 134-089
2.618 132-313
1.618 132-058
1.000 131-220
0.618 131-123
HIGH 130-285
0.618 130-188
0.500 130-158
0.382 130-127
LOW 130-030
0.618 129-192
1.000 129-095
1.618 128-257
2.618 128-002
4.250 126-226
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 130-212 130-212
PP 130-185 130-185
S1 130-158 130-158

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

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