ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 130-000 130-060 0-060 0.1% 128-310
High 130-070 130-200 0-130 0.3% 130-090
Low 129-220 129-280 0-060 0.1% 128-310
Close 130-040 130-180 0-140 0.3% 129-190
Range 0-170 0-240 0-070 41.2% 1-100
ATR 0-224 0-225 0-001 0.5% 0-000
Volume 79,323 175,244 95,921 120.9% 45,272
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-193 132-107 130-312
R3 131-273 131-187 130-246
R2 131-033 131-033 130-224
R1 130-267 130-267 130-202 130-310
PP 130-113 130-113 130-113 130-135
S1 130-027 130-027 130-158 130-070
S2 129-193 129-193 130-136
S3 128-273 129-107 130-114
S4 128-033 128-187 130-048
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-177 132-283 130-101
R3 132-077 131-183 129-306
R2 130-297 130-297 129-267
R1 130-083 130-083 129-228 130-190
PP 129-197 129-197 129-197 129-250
S1 128-303 128-303 129-152 129-090
S2 128-097 128-097 129-113
S3 126-317 127-203 129-074
S4 125-217 126-103 128-279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-200 129-150 1-050 0.9% 0-200 0.5% 95% True False 59,277
10 130-200 128-300 1-220 1.3% 0-208 0.5% 96% True False 32,051
20 130-200 126-070 4-130 3.4% 0-248 0.6% 99% True False 18,226
40 130-200 126-070 4-130 3.4% 0-196 0.5% 99% True False 9,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-260
2.618 132-188
1.618 131-268
1.000 131-120
0.618 131-028
HIGH 130-200
0.618 130-108
0.500 130-080
0.382 130-052
LOW 129-280
0.618 129-132
1.000 129-040
1.618 128-212
2.618 127-292
4.250 126-220
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 130-147 130-137
PP 130-113 130-093
S1 130-080 130-050

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

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