ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 130-150 129-210 -0-260 -0.6% 129-230
High 130-150 130-020 -0-130 -0.3% 130-200
Low 129-250 129-030 -0-220 -0.5% 129-220
Close 130-000 130-010 0-010 0.0% 130-000
Range 0-220 0-310 0-090 40.9% 0-300
ATR 0-227 0-232 0-006 2.6% 0-000
Volume 377,200 372,049 -5,151 -1.4% 641,260
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-203 132-097 130-180
R3 131-213 131-107 130-095
R2 130-223 130-223 130-067
R1 130-117 130-117 130-038 130-170
PP 129-233 129-233 129-233 129-260
S1 129-127 129-127 129-302 129-180
S2 128-243 128-243 129-273
S3 127-253 128-137 129-245
S4 126-263 127-147 129-160
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-293 132-127 130-165
R3 131-313 131-147 130-082
R2 131-013 131-013 130-055
R1 130-167 130-167 130-028 130-250
PP 130-033 130-033 130-033 130-075
S1 129-187 129-187 129-292 129-270
S2 129-053 129-053 129-265
S3 128-073 128-207 129-238
S4 127-093 127-227 129-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-200 129-030 1-170 1.2% 0-210 0.5% 61% False True 202,661
10 130-200 128-310 1-210 1.3% 0-210 0.5% 64% False False 105,858
20 130-200 127-070 3-130 2.6% 0-240 0.6% 83% False False 55,416
40 130-200 126-070 4-130 3.4% 0-207 0.5% 87% False False 28,146
60 131-050 126-070 4-300 3.8% 0-155 0.4% 77% False False 18,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 134-058
2.618 132-192
1.618 131-202
1.000 131-010
0.618 130-212
HIGH 130-020
0.618 129-222
0.500 129-185
0.382 129-148
LOW 129-030
0.618 128-158
1.000 128-040
1.618 127-168
2.618 126-178
4.250 124-312
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 129-282 129-312
PP 129-233 129-293
S1 129-185 129-275

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

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