ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 129-110 129-270 0-160 0.4% 129-210
High 130-010 130-135 0-125 0.3% 130-020
Low 129-035 129-125 0-090 0.2% 128-200
Close 129-310 130-120 0-130 0.3% 129-220
Range 0-295 1-010 0-035 11.9% 1-140
ATR 0-242 0-248 0-006 2.6% 0-000
Volume 830,219 998,351 168,132 20.3% 4,727,553
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-050 132-255 130-302
R3 132-040 131-245 130-211
R2 131-030 131-030 130-180
R1 130-235 130-235 130-150 130-292
PP 130-020 130-020 130-020 130-049
S1 129-225 129-225 130-090 129-282
S2 129-010 129-010 130-060
S3 128-000 128-215 130-029
S4 126-310 127-205 129-258
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
5 130-135 128-200 1-255 1.4% 0-269 0.6% 97% True False 870,288
10 130-150 128-200 1-270 1.4% 0-264 0.6% 95% False False 840,803
20 130-200 128-200 2-000 1.5% 0-236 0.6% 88% False False 436,427
40 130-200 126-070 4-130 3.4% 0-229 0.5% 94% False False 219,549
60 131-050 126-070 4-300 3.8% 0-190 0.5% 84% False False 146,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-075
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-258
2.618 133-039
1.618 132-029
1.000 131-145
0.618 131-019
HIGH 130-135
0.618 130-009
0.500 129-290
0.382 129-251
LOW 129-125
0.618 128-241
1.000 128-115
1.618 127-231
2.618 126-221
4.250 125-002
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 130-070 130-055
PP 130-020 129-310
S1 129-290 129-245

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

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