ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 130-025 130-280 0-255 0.6% 131-180
High 131-125 131-165 0-040 0.1% 131-230
Low 129-310 130-260 0-270 0.6% 130-070
Close 130-245 131-140 0-215 0.5% 130-085
Range 1-135 0-225 -0-230 -50.5% 1-160
ATR 0-218 0-220 0-002 0.7% 0-000
Volume 1,561,107 1,285,748 -275,359 -17.6% 3,861,180
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 133-117 133-033 131-264
R3 132-212 132-128 131-202
R2 131-307 131-307 131-181
R1 131-223 131-223 131-161 131-265
PP 131-082 131-082 131-082 131-102
S1 130-318 130-318 131-119 131-040
S2 130-177 130-177 131-099
S3 129-272 130-093 131-078
S4 129-047 129-188 131-016
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
5 131-165 129-260 1-225 1.3% 0-246 0.6% 95% True False 1,136,806
10 131-235 129-260 1-295 1.5% 0-224 0.5% 85% False False 1,036,966
20 131-235 129-260 1-295 1.5% 0-206 0.5% 85% False False 825,383
40 131-235 128-200 3-035 2.4% 0-215 0.5% 90% False False 784,661
60 131-235 127-070 4-165 3.4% 0-224 0.5% 93% False False 541,579
80 131-235 126-070 5-165 4.2% 0-211 0.5% 95% False False 406,404
100 131-235 126-070 5-165 4.2% 0-179 0.4% 95% False False 325,210
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 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-161
2.618 133-114
1.618 132-209
1.000 132-070
0.618 131-304
HIGH 131-165
0.618 131-079
0.500 131-052
0.382 131-026
LOW 130-260
0.618 130-121
1.000 130-035
1.618 129-216
2.618 128-311
4.250 127-264
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 131-111 131-060
PP 131-082 130-300
S1 131-052 130-220

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

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