ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 131-230 132-000 0-090 0.2% 130-110
High 132-070 132-110 0-040 0.1% 131-265
Low 131-225 131-220 -0-005 0.0% 129-260
Close 132-010 132-080 0-070 0.2% 131-230
Range 0-165 0-210 0-045 27.3% 2-005
ATR 0-214 0-214 0-000 -0.1% 0-000
Volume 879,574 1,152,342 272,768 31.0% 5,749,264
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 134-020 133-260 132-196
R3 133-130 133-050 132-138
R2 132-240 132-240 132-118
R1 132-160 132-160 132-099 132-200
PP 132-030 132-030 132-030 132-050
S1 131-270 131-270 132-061 131-310
S2 131-140 131-140 132-042
S3 130-250 131-060 132-022
S4 130-040 130-170 131-284
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
5 132-110 129-310 2-120 1.8% 0-251 0.6% 96% True False 1,182,967
10 132-110 129-260 2-170 1.9% 0-224 0.5% 96% True False 1,083,023
20 132-110 129-260 2-170 1.9% 0-204 0.5% 96% True False 935,176
40 132-110 128-200 3-230 2.8% 0-210 0.5% 97% True False 778,677
60 132-110 128-200 3-230 2.8% 0-217 0.5% 97% True False 592,519
80 132-110 126-070 6-040 4.6% 0-212 0.5% 98% True False 444,753
100 132-110 126-070 6-040 4.6% 0-185 0.4% 98% True False 355,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-042
2.618 134-020
1.618 133-130
1.000 133-000
0.618 132-240
HIGH 132-110
0.618 132-030
0.500 132-005
0.382 131-300
LOW 131-220
0.618 131-090
1.000 131-010
1.618 130-200
2.618 129-310
4.250 128-288
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 132-055 132-029
PP 132-030 131-298
S1 132-005 131-248

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

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