ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 131-180 131-075 -0-105 -0.2% 130-240
High 131-225 131-120 -0-105 -0.2% 131-235
Low 131-065 130-160 -0-225 -0.5% 130-145
Close 131-085 130-225 -0-180 -0.4% 131-175
Range 0-160 0-280 0-120 75.0% 1-090
ATR 0-198 0-204 0-006 2.9% 0-000
Volume 854,328 1,223,895 369,567 43.3% 3,933,996
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 133-155 132-310 131-059
R3 132-195 132-030 130-302
R2 131-235 131-235 130-276
R1 131-070 131-070 130-251 131-012
PP 130-275 130-275 130-275 130-246
S1 130-110 130-110 130-199 130-052
S2 129-315 129-315 130-174
S3 129-035 129-150 130-148
S4 128-075 128-190 130-071
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
5 131-235 130-160 1-075 0.9% 0-203 0.5% 16% False True 937,127
10 131-235 130-030 1-205 1.3% 0-200 0.5% 37% False False 875,286
20 131-235 129-250 1-305 1.5% 0-188 0.5% 47% False False 652,282
40 131-235 128-200 3-035 2.4% 0-211 0.5% 67% False False 667,893
60 131-235 126-070 5-165 4.2% 0-221 0.5% 81% False False 446,961
80 131-235 126-070 5-165 4.2% 0-203 0.5% 81% False False 335,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 135-030
2.618 133-213
1.618 132-253
1.000 132-080
0.618 131-293
HIGH 131-120
0.618 131-013
0.500 130-300
0.382 130-267
LOW 130-160
0.618 129-307
1.000 129-200
1.618 129-027
2.618 128-067
4.250 126-250
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 130-300 131-035
PP 130-275 130-312
S1 130-250 130-268

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

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