ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 130-160 130-240 0-080 0.2% 130-195
High 130-285 131-040 0-075 0.2% 130-285
Low 130-030 130-185 0-155 0.4% 130-030
Close 130-240 130-275 0-035 0.1% 130-240
Range 0-255 0-175 -0-080 -31.4% 0-255
ATR 0-211 0-209 -0-003 -1.2% 0-000
Volume 915,615 519,705 -395,910 -43.2% 3,127,181
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-158 132-072 131-051
R3 131-303 131-217 131-003
R2 131-128 131-128 130-307
R1 131-042 131-042 130-291 131-085
PP 130-273 130-273 130-273 130-295
S1 130-187 130-187 130-259 130-230
S2 130-098 130-098 130-243
S3 129-243 130-012 130-227
S4 129-068 129-157 130-179
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
5 131-040 130-030 1-010 0.8% 0-185 0.4% 74% True False 729,377
10 131-075 129-250 1-145 1.1% 0-186 0.4% 74% False False 498,321
20 131-140 129-210 1-250 1.4% 0-196 0.5% 68% False False 586,950
40 131-140 128-200 2-260 2.1% 0-216 0.5% 79% False False 511,688
60 131-140 126-070 5-070 4.0% 0-218 0.5% 89% False False 342,016
80 131-140 126-070 5-070 4.0% 0-192 0.5% 89% False False 256,654
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-144
2.618 132-178
1.618 132-003
1.000 131-215
0.618 131-148
HIGH 131-040
0.618 130-293
0.500 130-272
0.382 130-252
LOW 130-185
0.618 130-077
1.000 130-010
1.618 129-222
2.618 129-047
4.250 128-081
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 130-274 130-248
PP 130-273 130-222
S1 130-272 130-195

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

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