ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 131-075 130-210 -0-185 -0.4% 131-180
High 131-120 130-265 -0-175 -0.4% 131-230
Low 130-160 130-070 -0-090 -0.2% 130-070
Close 130-225 130-085 -0-140 -0.3% 130-085
Range 0-280 0-195 -0-085 -30.4% 1-160
ATR 0-204 0-204 -0-001 -0.3% 0-000
Volume 1,223,895 970,831 -253,064 -20.7% 3,861,180
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-085 131-280 130-192
R3 131-210 131-085 130-139
R2 131-015 131-015 130-121
R1 130-210 130-210 130-103 130-175
PP 130-140 130-140 130-140 130-122
S1 130-015 130-015 130-067 129-300
S2 129-265 129-265 130-049
S3 129-070 129-140 130-031
S4 128-195 128-265 129-298
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 135-075 134-080 131-029
R3 133-235 132-240 130-217
R2 132-075 132-075 130-173
R1 131-080 131-080 130-129 130-318
PP 130-235 130-235 130-235 130-194
S1 129-240 129-240 130-041 129-158
S2 129-075 129-075 129-317
S3 127-235 128-080 129-273
S4 126-075 126-240 129-141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-235 130-070 1-165 1.2% 0-216 0.5% 3% False True 958,803
10 131-235 130-030 1-205 1.3% 0-198 0.5% 10% False False 871,079
20 131-235 129-250 1-305 1.5% 0-186 0.4% 25% False False 670,378
40 131-235 128-200 3-035 2.4% 0-213 0.5% 53% False False 691,926
60 131-235 126-070 5-165 4.2% 0-223 0.5% 73% False False 463,135
80 131-235 126-070 5-165 4.2% 0-205 0.5% 73% False False 347,595
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-134
2.618 132-136
1.618 131-261
1.000 131-140
0.618 131-066
HIGH 130-265
0.618 130-191
0.500 130-168
0.382 130-144
LOW 130-070
0.618 129-269
1.000 129-195
1.618 129-074
2.618 128-199
4.250 127-201
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 130-168 130-308
PP 130-140 130-233
S1 130-112 130-159

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

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