ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 129-270 130-115 0-165 0.4% 129-200
High 130-135 130-155 0-020 0.0% 130-155
Low 129-125 129-225 0-100 0.2% 129-035
Close 130-120 129-270 -0-170 -0.4% 129-270
Range 1-010 0-250 -0-080 -24.2% 1-120
ATR 0-248 0-248 0-000 0.1% 0-000
Volume 998,351 770,309 -228,042 -22.8% 4,073,588
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-113 131-282 130-088
R3 131-183 131-032 130-019
R2 130-253 130-253 129-316
R1 130-102 130-102 129-293 130-052
PP 130-003 130-003 130-003 129-299
S1 129-172 129-172 129-247 129-122
S2 129-073 129-073 129-224
S3 128-143 128-242 129-201
S4 127-213 127-312 129-132
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-300 133-085 130-192
R3 132-180 131-285 130-071
R2 131-060 131-060 130-031
R1 130-165 130-165 129-310 130-272
PP 129-260 129-260 129-260 129-314
S1 129-045 129-045 129-230 129-152
S2 128-140 128-140 129-189
S3 127-020 127-245 129-149
S4 125-220 126-125 129-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-155 129-035 1-120 1.1% 0-245 0.6% 53% True False 814,717
10 130-155 128-200 1-275 1.4% 0-268 0.6% 66% True False 880,114
20 130-200 128-200 2-000 1.5% 0-233 0.6% 61% False False 474,699
40 130-200 126-070 4-130 3.4% 0-231 0.6% 82% False False 238,719
60 131-050 126-070 4-300 3.8% 0-195 0.5% 73% False False 159,394
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-079
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-258
2.618 132-170
1.618 131-240
1.000 131-085
0.618 130-310
HIGH 130-155
0.618 130-060
0.500 130-030
0.382 130-000
LOW 129-225
0.618 129-070
1.000 128-295
1.618 128-140
2.618 127-210
4.250 126-122
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 130-030 129-265
PP 130-003 129-260
S1 129-297 129-255

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

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