ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
130-115 |
129-250 |
-0-185 |
-0.4% |
129-200 |
| High |
130-155 |
130-110 |
-0-045 |
-0.1% |
130-155 |
| Low |
129-225 |
129-210 |
-0-015 |
0.0% |
129-035 |
| Close |
129-270 |
130-065 |
0-115 |
0.3% |
129-270 |
| Range |
0-250 |
0-220 |
-0-030 |
-12.0% |
1-120 |
| ATR |
0-248 |
0-246 |
-0-002 |
-0.8% |
0-000 |
| Volume |
770,309 |
526,359 |
-243,950 |
-31.7% |
4,073,588 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-042 |
131-273 |
130-186 |
|
| R3 |
131-142 |
131-053 |
130-126 |
|
| R2 |
130-242 |
130-242 |
130-105 |
|
| R1 |
130-153 |
130-153 |
130-085 |
130-198 |
| PP |
130-022 |
130-022 |
130-022 |
130-044 |
| S1 |
129-253 |
129-253 |
130-045 |
129-298 |
| S2 |
129-122 |
129-122 |
130-025 |
|
| S3 |
128-222 |
129-033 |
130-004 |
|
| S4 |
128-002 |
128-133 |
129-264 |
|
|
| 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% |
0-249 |
0.6% |
80% |
False |
False |
769,661 |
| 10 |
130-155 |
128-200 |
1-275 |
1.4% |
0-258 |
0.6% |
85% |
False |
False |
895,545 |
| 20 |
130-200 |
128-200 |
2-000 |
1.5% |
0-234 |
0.6% |
79% |
False |
False |
500,701 |
| 40 |
130-200 |
126-070 |
4-130 |
3.4% |
0-231 |
0.6% |
90% |
False |
False |
251,865 |
| 60 |
131-050 |
126-070 |
4-300 |
3.8% |
0-198 |
0.5% |
81% |
False |
False |
168,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-085 |
|
2.618 |
132-046 |
|
1.618 |
131-146 |
|
1.000 |
131-010 |
|
0.618 |
130-246 |
|
HIGH |
130-110 |
|
0.618 |
130-026 |
|
0.500 |
130-000 |
|
0.382 |
129-294 |
|
LOW |
129-210 |
|
0.618 |
129-074 |
|
1.000 |
128-310 |
|
1.618 |
128-174 |
|
2.618 |
127-274 |
|
4.250 |
126-235 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130-043 |
130-037 |
| PP |
130-022 |
130-008 |
| S1 |
130-000 |
129-300 |
|