ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 130-280 131-125 0-165 0.4% 130-110
High 131-165 131-265 0-100 0.2% 131-265
Low 130-260 131-065 0-125 0.3% 129-260
Close 131-140 131-230 0-090 0.2% 131-230
Range 0-225 0-200 -0-025 -11.1% 2-005
ATR 0-220 0-218 -0-001 -0.6% 0-000
Volume 1,285,748 1,036,064 -249,684 -19.4% 5,749,264
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 133-147 133-068 132-020
R3 132-267 132-188 131-285
R2 132-067 132-067 131-267
R1 131-308 131-308 131-248 132-028
PP 131-187 131-187 131-187 131-206
S1 131-108 131-108 131-212 131-148
S2 130-307 130-307 131-193
S3 130-107 130-228 131-175
S4 129-227 130-028 131-120
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 137-053 136-147 132-265
R3 135-048 134-142 132-087
R2 133-043 133-043 132-028
R1 132-137 132-137 131-289 132-250
PP 131-038 131-038 131-038 131-095
S1 130-132 130-132 131-171 130-245
S2 129-033 129-033 131-112
S3 127-028 128-127 131-053
S4 125-023 126-122 130-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-265 129-260 2-005 1.5% 0-247 0.6% 95% True False 1,149,852
10 131-265 129-260 2-005 1.5% 0-232 0.5% 95% True False 1,054,327
20 131-265 129-260 2-005 1.5% 0-204 0.5% 95% True False 861,576
40 131-265 128-200 3-065 2.4% 0-215 0.5% 97% True False 783,963
60 131-265 128-150 3-115 2.6% 0-220 0.5% 97% True False 558,737
80 131-265 126-070 5-195 4.3% 0-211 0.5% 98% True False 419,354
100 131-265 126-070 5-195 4.3% 0-181 0.4% 98% True False 335,571
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 3 trading days
Fibonacci Retracements and Extensions
4.250 134-155
2.618 133-149
1.618 132-269
1.000 132-145
0.618 132-069
HIGH 131-265
0.618 131-189
0.500 131-165
0.382 131-141
LOW 131-065
0.618 130-261
1.000 130-185
1.618 130-061
2.618 129-181
4.250 128-175
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 131-208 131-142
PP 131-187 131-055
S1 131-165 130-288

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

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