ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 129-080 129-200 0-120 0.3% 129-210
High 129-250 129-235 -0-015 0.0% 130-020
Low 128-200 129-035 0-155 0.4% 128-200
Close 129-220 129-180 -0-040 -0.1% 129-220
Range 1-050 0-200 -0-170 -45.9% 1-140
ATR 0-248 0-244 -0-003 -1.4% 0-000
Volume 1,048,162 751,640 -296,522 -28.3% 4,727,553
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 131-110 131-025 129-290
R3 130-230 130-145 129-235
R2 130-030 130-030 129-217
R1 129-265 129-265 129-198 129-208
PP 129-150 129-150 129-150 129-121
S1 129-065 129-065 129-162 129-008
S2 128-270 128-270 129-143
S3 128-070 128-185 129-125
S4 127-190 127-305 129-070
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-247 133-053 130-153
R3 132-107 131-233 130-026
R2 130-287 130-287 129-304
R1 130-093 130-093 129-262 130-190
PP 129-147 129-147 129-147 129-195
S1 128-273 128-273 129-178 129-050
S2 128-007 128-007 129-136
S3 126-187 127-133 129-094
S4 125-047 125-313 128-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-310 128-200 1-110 1.0% 0-268 0.6% 70% False False 1,021,428
10 130-200 128-200 2-000 1.5% 0-239 0.6% 47% False False 612,045
20 130-200 128-200 2-000 1.5% 0-232 0.6% 47% False False 309,647
40 130-200 126-070 4-130 3.4% 0-223 0.5% 76% False False 155,807
60 131-050 126-070 4-300 3.8% 0-178 0.4% 68% False False 104,028
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132-125
2.618 131-119
1.618 130-239
1.000 130-115
0.618 130-039
HIGH 129-235
0.618 129-159
0.500 129-135
0.382 129-111
LOW 129-035
0.618 128-231
1.000 128-155
1.618 128-031
2.618 127-151
4.250 126-145
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 129-165 129-142
PP 129-150 129-103
S1 129-135 129-065

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

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