ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 129-260 129-110 -0-150 -0.4% 129-230
High 129-310 129-180 -0-130 -0.3% 130-200
Low 128-280 128-290 0-010 0.0% 129-220
Close 129-110 129-050 -0-060 -0.1% 130-000
Range 1-030 0-210 -0-140 -40.0% 0-300
ATR 0-241 0-239 -0-002 -0.9% 0-000
Volume 857,707 1,385,647 527,940 61.6% 641,260
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 131-057 130-263 129-166
R3 130-167 130-053 129-108
R2 129-277 129-277 129-088
R1 129-163 129-163 129-069 129-115
PP 129-067 129-067 129-067 129-042
S1 128-273 128-273 129-031 128-225
S2 128-177 128-177 129-012
S3 127-287 128-063 128-312
S4 127-077 127-173 128-254
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
5 130-150 128-280 1-190 1.2% 0-260 0.6% 18% False False 811,318
10 130-200 128-280 1-240 1.4% 0-230 0.6% 16% False False 435,297
20 130-200 128-280 1-240 1.4% 0-230 0.6% 16% False False 220,204
40 130-200 126-070 4-130 3.4% 0-214 0.5% 67% False False 110,828
60 131-050 126-070 4-300 3.8% 0-168 0.4% 59% False False 74,032
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-112
2.618 131-090
1.618 130-200
1.000 130-070
0.618 129-310
HIGH 129-180
0.618 129-100
0.500 129-075
0.382 129-050
LOW 128-290
0.618 128-160
1.000 128-080
1.618 127-270
2.618 127-060
4.250 126-038
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 129-075 129-135
PP 129-067 129-107
S1 129-058 129-078

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

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