ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 130-015 130-025 0-010 0.0% 131-180
High 130-070 131-125 1-055 0.9% 131-230
Low 129-275 129-310 0-035 0.1% 130-070
Close 130-030 130-245 0-215 0.5% 130-085
Range 0-115 1-135 1-020 295.7% 1-160
ATR 0-200 0-218 0-018 9.1% 0-000
Volume 925,125 1,561,107 635,982 68.7% 3,861,180
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 134-312 134-093 131-175
R3 133-177 132-278 131-050
R2 132-042 132-042 131-008
R1 131-143 131-143 130-287 131-252
PP 130-227 130-227 130-227 130-281
S1 130-008 130-008 130-203 130-118
S2 129-092 129-092 130-162
S3 127-277 128-193 130-120
S4 126-142 127-058 129-315
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
5 131-125 129-260 1-185 1.2% 0-257 0.6% 60% True False 1,124,435
10 131-235 129-260 1-295 1.5% 0-222 0.5% 50% False False 997,758
20 131-235 129-250 1-305 1.5% 0-200 0.5% 50% False False 769,334
40 131-235 128-200 3-035 2.4% 0-218 0.5% 69% False False 761,819
60 131-235 126-120 5-115 4.1% 0-224 0.5% 82% False False 520,218
80 131-235 126-070 5-165 4.2% 0-209 0.5% 82% False False 390,333
100 131-235 126-070 5-165 4.2% 0-177 0.4% 82% False False 312,353
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 0-044
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 137-139
2.618 135-036
1.618 133-221
1.000 132-260
0.618 132-086
HIGH 131-125
0.618 130-271
0.500 130-218
0.382 130-164
LOW 129-310
0.618 129-029
1.000 128-175
1.618 127-214
2.618 126-079
4.250 123-296
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 130-236 130-228
PP 130-227 130-210
S1 130-218 130-192

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

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