ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 130-315 131-180 0-185 0.4% 130-240
High 131-235 131-230 -0-005 0.0% 131-235
Low 130-285 131-055 0-090 0.2% 130-145
Close 131-175 131-190 0-015 0.0% 131-175
Range 0-270 0-175 -0-095 -35.2% 1-090
ATR 0-203 0-201 -0-002 -1.0% 0-000
Volume 932,835 812,126 -120,709 -12.9% 3,933,996
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 133-043 132-292 131-286
R3 132-188 132-117 131-238
R2 132-013 132-013 131-222
R1 131-262 131-262 131-206 131-298
PP 131-158 131-158 131-158 131-176
S1 131-087 131-087 131-174 131-122
S2 130-303 130-303 131-158
S3 130-128 130-232 131-142
S4 129-273 130-057 131-094
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 135-028 134-192 132-080
R3 133-258 133-102 131-288
R2 132-168 132-168 131-250
R1 132-012 132-012 131-213 132-090
PP 131-078 131-078 131-078 131-118
S1 130-242 130-242 131-137 131-000
S2 129-308 129-308 131-100
S3 128-218 129-152 131-062
S4 127-128 128-062 130-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-235 130-145 1-090 1.0% 0-183 0.4% 89% False False 845,283
10 131-235 130-030 1-205 1.2% 0-184 0.4% 91% False False 787,330
20 131-235 129-250 1-305 1.5% 0-186 0.4% 93% False False 608,160
40 131-235 128-200 3-035 2.4% 0-212 0.5% 95% False False 616,746
60 131-235 126-070 5-165 4.2% 0-217 0.5% 97% False False 412,347
80 131-235 126-070 5-165 4.2% 0-202 0.5% 97% False False 309,484
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-014
2.618 133-048
1.618 132-193
1.000 132-085
0.618 132-018
HIGH 131-230
0.618 131-163
0.500 131-142
0.382 131-122
LOW 131-055
0.618 130-267
1.000 130-200
1.618 130-092
2.618 129-237
4.250 128-271
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 131-174 131-160
PP 131-158 131-130
S1 131-142 131-100

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

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