ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 130-145 130-240 0-095 0.2% 129-200
High 130-275 131-020 0-065 0.2% 130-155
Low 130-075 130-145 0-070 0.2% 129-035
Close 130-260 130-230 -0-030 -0.1% 129-270
Range 0-200 0-195 -0-005 -2.5% 1-120
ATR 0-242 0-239 -0-003 -1.4% 0-000
Volume 828,943 798,170 -30,773 -3.7% 4,073,588
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-183 132-082 131-017
R3 131-308 131-207 130-284
R2 131-113 131-113 130-266
R1 131-012 131-012 130-248 130-285
PP 130-238 130-238 130-238 130-215
S1 130-137 130-137 130-212 130-090
S2 130-043 130-043 130-194
S3 129-168 129-262 130-176
S4 128-293 129-067 130-123
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
5 131-020 129-210 1-130 1.1% 0-220 0.5% 76% True False 760,441
10 131-020 128-200 2-140 1.9% 0-244 0.6% 86% True False 815,364
20 131-020 128-200 2-140 1.9% 0-237 0.6% 86% True False 625,331
40 131-020 126-070 4-270 3.7% 0-233 0.6% 93% True False 314,440
60 131-050 126-070 4-300 3.8% 0-207 0.5% 91% False False 209,925
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-080
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-209
2.618 132-211
1.618 132-016
1.000 131-215
0.618 131-141
HIGH 131-020
0.618 130-266
0.500 130-242
0.382 130-219
LOW 130-145
0.618 130-024
1.000 129-270
1.618 129-149
2.618 128-274
4.250 127-276
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 130-242 130-202
PP 130-238 130-175
S1 130-234 130-148

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

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