ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 130-255 130-230 -0-025 -0.1% 130-195
High 130-285 131-100 0-135 0.3% 130-285
Low 130-145 130-220 0-075 0.2% 130-030
Close 130-230 131-065 0-155 0.4% 130-240
Range 0-140 0-200 0-060 42.9% 0-255
ATR 0-204 0-204 0-000 -0.1% 0-000
Volume 725,341 893,661 168,320 23.2% 3,127,181
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-302 132-223 131-175
R3 132-102 132-023 131-120
R2 131-222 131-222 131-102
R1 131-143 131-143 131-083 131-182
PP 131-022 131-022 131-022 131-041
S1 130-263 130-263 131-047 130-302
S2 130-142 130-142 131-028
S3 129-262 130-063 131-010
S4 129-062 129-183 130-275
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
5 131-100 130-030 1-070 0.9% 0-197 0.5% 91% True False 813,446
10 131-100 129-300 1-120 1.0% 0-188 0.4% 92% True False 613,799
20 131-140 129-250 1-210 1.3% 0-189 0.5% 86% False False 603,067
40 131-140 128-200 2-260 2.1% 0-212 0.5% 92% False False 551,884
60 131-140 126-070 5-070 4.0% 0-217 0.5% 96% False False 368,932
80 131-140 126-070 5-070 4.0% 0-196 0.5% 96% False False 276,891
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 0-051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-310
2.618 132-304
1.618 132-104
1.000 131-300
0.618 131-224
HIGH 131-100
0.618 131-024
0.500 131-000
0.382 130-296
LOW 130-220
0.618 130-096
1.000 130-020
1.618 129-216
2.618 129-016
4.250 128-010
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 131-043 131-031
PP 131-022 130-317
S1 131-000 130-282

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

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