ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 129-060 129-150 0-090 0.2% 127-070
High 129-190 130-000 0-130 0.3% 130-030
Low 128-300 129-140 0-160 0.4% 127-070
Close 129-150 129-260 0-110 0.3% 129-150
Range 0-210 0-180 -0-030 -14.3% 2-280
ATR 0-239 0-234 -0-004 -1.8% 0-000
Volume 8,209 6,193 -2,016 -24.6% 22,515
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 131-140 131-060 130-039
R3 130-280 130-200 129-310
R2 130-100 130-100 129-293
R1 130-020 130-020 129-276 130-060
PP 129-240 129-240 129-240 129-260
S1 129-160 129-160 129-244 129-200
S2 129-060 129-060 129-227
S3 128-200 128-300 129-210
S4 128-020 128-120 129-161
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 137-177 136-123 131-016
R3 134-217 133-163 130-083
R2 131-257 131-257 129-319
R1 130-203 130-203 129-234 131-070
PP 128-297 128-297 128-297 129-070
S1 127-243 127-243 129-066 128-110
S2 126-017 126-017 128-301
S3 123-057 124-283 128-217
S4 120-097 122-003 127-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-030 128-150 1-200 1.3% 0-250 0.6% 83% False False 4,421
10 130-030 126-070 3-280 3.0% 0-269 0.6% 93% False False 3,525
20 130-030 126-070 3-280 3.0% 0-212 0.5% 93% False False 2,207
40 131-050 126-070 4-300 3.8% 0-154 0.4% 73% False False 1,373
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 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-125
2.618 131-151
1.618 130-291
1.000 130-180
0.618 130-111
HIGH 130-000
0.618 129-251
0.500 129-230
0.382 129-209
LOW 129-140
0.618 129-029
1.000 128-280
1.618 128-169
2.618 127-309
4.250 127-015
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 129-250 129-228
PP 129-240 129-197
S1 129-230 129-165

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

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