ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 129-200 129-170 -0-030 -0.1% 129-210
High 129-235 129-225 -0-010 0.0% 130-020
Low 129-035 129-075 0-040 0.1% 128-200
Close 129-180 129-105 -0-075 -0.2% 129-220
Range 0-200 0-150 -0-050 -25.0% 1-140
ATR 0-244 0-238 -0-007 -2.8% 0-000
Volume 751,640 723,069 -28,571 -3.8% 4,727,553
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 130-265 130-175 129-188
R3 130-115 130-025 129-146
R2 129-285 129-285 129-132
R1 129-195 129-195 129-119 129-165
PP 129-135 129-135 129-135 129-120
S1 129-045 129-045 129-091 129-015
S2 128-305 128-305 129-078
S3 128-155 128-215 129-064
S4 128-005 128-065 129-022
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% 0-256 0.6% 52% False False 953,245
10 130-200 128-200 2-000 1.5% 0-243 0.6% 35% False False 683,402
20 130-200 128-200 2-000 1.5% 0-231 0.6% 35% False False 345,491
40 130-200 126-070 4-130 3.4% 0-221 0.5% 71% False False 173,849
60 131-050 126-070 4-300 3.8% 0-180 0.4% 63% False False 116,079
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 0-070
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 131-222
2.618 130-298
1.618 130-148
1.000 130-055
0.618 129-318
HIGH 129-225
0.618 129-168
0.500 129-150
0.382 129-132
LOW 129-075
0.618 128-302
1.000 128-245
1.618 128-152
2.618 128-002
4.250 127-078
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 129-150 129-092
PP 129-135 129-078
S1 129-120 129-065

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

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