ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 130-240 130-255 0-015 0.0% 130-195
High 131-040 130-285 -0-075 -0.2% 130-285
Low 130-185 130-145 -0-040 -0.1% 130-030
Close 130-275 130-230 -0-045 -0.1% 130-240
Range 0-175 0-140 -0-035 -20.0% 0-255
ATR 0-209 0-204 -0-005 -2.4% 0-000
Volume 519,705 725,341 205,636 39.6% 3,127,181
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-000 131-255 130-307
R3 131-180 131-115 130-268
R2 131-040 131-040 130-256
R1 130-295 130-295 130-243 130-258
PP 130-220 130-220 130-220 130-201
S1 130-155 130-155 130-217 130-118
S2 130-080 130-080 130-204
S3 129-260 130-015 130-192
S4 129-120 129-195 130-153
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% 0-188 0.4% 61% False False 764,085
10 131-075 129-250 1-145 1.1% 0-178 0.4% 65% False False 540,911
20 131-140 129-210 1-250 1.4% 0-190 0.5% 60% False False 584,701
40 131-140 128-200 2-260 2.2% 0-212 0.5% 74% False False 529,700
60 131-140 126-070 5-070 4.0% 0-217 0.5% 86% False False 354,046
80 131-140 126-070 5-070 4.0% 0-194 0.5% 86% False False 265,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-240
2.618 132-012
1.618 131-192
1.000 131-105
0.618 131-052
HIGH 130-285
0.618 130-232
0.500 130-215
0.382 130-198
LOW 130-145
0.618 130-058
1.000 130-005
1.618 129-238
2.618 129-098
4.250 128-190
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 130-225 130-218
PP 130-220 130-207
S1 130-215 130-195

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

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