ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 130-225 131-055 0-150 0.4% 129-250
High 131-110 131-140 0-030 0.1% 131-110
Low 130-175 130-310 0-135 0.3% 129-210
Close 131-055 131-105 0-050 0.1% 131-055
Range 0-255 0-150 -0-105 -41.2% 1-220
ATR 0-240 0-234 -0-006 -2.7% 0-000
Volume 732,370 463,424 -268,946 -36.7% 3,764,266
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-208 132-147 131-188
R3 132-058 131-317 131-146
R2 131-228 131-228 131-132
R1 131-167 131-167 131-119 131-198
PP 131-078 131-078 131-078 131-094
S1 131-017 131-017 131-091 131-048
S2 130-248 130-248 131-078
S3 130-098 130-187 131-064
S4 129-268 130-037 131-022
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 135-252 135-053 132-032
R3 134-032 133-153 131-204
R2 132-132 132-132 131-154
R1 131-253 131-253 131-104 132-032
PP 130-232 130-232 130-232 130-281
S1 130-033 130-033 131-006 130-132
S2 129-012 129-012 130-276
S3 127-112 128-133 130-226
S4 125-212 126-233 130-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 129-275 1-185 1.2% 0-207 0.5% 93% True False 740,266
10 131-140 129-035 2-105 1.8% 0-228 0.5% 95% True False 754,963
20 131-140 128-200 2-260 2.1% 0-234 0.6% 96% True False 683,504
40 131-140 126-070 5-070 4.0% 0-237 0.6% 98% True False 344,301
60 131-140 126-070 5-070 4.0% 0-208 0.5% 98% True False 229,853
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 0-072
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 133-138
2.618 132-213
1.618 132-063
1.000 131-290
0.618 131-233
HIGH 131-140
0.618 131-083
0.500 131-065
0.382 131-047
LOW 130-310
0.618 130-217
1.000 130-160
1.618 130-067
2.618 129-237
4.250 128-312
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 131-092 131-064
PP 131-078 131-023
S1 131-065 130-302

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

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