ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 130-230 131-050 0-140 0.3% 130-195
High 131-100 131-100 0-000 0.0% 130-285
Low 130-220 130-290 0-070 0.2% 130-030
Close 131-065 130-310 -0-075 -0.2% 130-240
Range 0-200 0-130 -0-070 -35.0% 0-255
ATR 0-204 0-198 -0-005 -2.6% 0-000
Volume 893,661 862,454 -31,207 -3.5% 3,127,181
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-090 132-010 131-062
R3 131-280 131-200 131-026
R2 131-150 131-150 131-014
R1 131-070 131-070 131-002 131-045
PP 131-020 131-020 131-020 131-008
S1 130-260 130-260 130-298 130-235
S2 130-210 130-210 130-286
S3 130-080 130-130 130-274
S4 129-270 130-000 130-238
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% 0-180 0.4% 72% True False 783,355
10 131-100 130-030 1-070 0.9% 0-176 0.4% 72% True False 668,825
20 131-140 129-250 1-210 1.3% 0-184 0.4% 72% False False 602,268
40 131-140 128-200 2-260 2.1% 0-208 0.5% 83% False False 573,406
60 131-140 126-070 5-070 4.0% 0-215 0.5% 91% False False 383,300
80 131-140 126-070 5-070 4.0% 0-196 0.5% 91% False False 287,672
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-054
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-012
2.618 132-120
1.618 131-310
1.000 131-230
0.618 131-180
HIGH 131-100
0.618 131-050
0.500 131-035
0.382 131-020
LOW 130-290
0.618 130-210
1.000 130-160
1.618 130-080
2.618 129-270
4.250 129-058
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 131-035 130-301
PP 131-020 130-292
S1 131-005 130-282

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

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