ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 131-055 131-105 0-050 0.1% 129-250
High 131-140 131-105 -0-035 -0.1% 131-110
Low 130-310 130-190 -0-120 -0.3% 129-210
Close 131-105 130-200 -0-225 -0.5% 131-055
Range 0-150 0-235 0-085 56.7% 1-220
ATR 0-234 0-234 0-000 0.0% 0-000
Volume 463,424 608,913 145,489 31.4% 3,764,266
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-017 132-183 131-009
R3 132-102 131-268 130-265
R2 131-187 131-187 130-243
R1 131-033 131-033 130-222 130-312
PP 130-272 130-272 130-272 130-251
S1 130-118 130-118 130-178 130-078
S2 130-037 130-037 130-157
S3 129-122 129-203 130-135
S4 128-207 128-288 130-071
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
5 131-140 130-075 1-065 0.9% 0-207 0.5% 32% False False 686,364
10 131-140 129-035 2-105 1.8% 0-236 0.6% 65% False False 743,548
20 131-140 128-200 2-260 2.2% 0-240 0.6% 71% False False 713,475
40 131-140 126-070 5-070 4.0% 0-242 0.6% 84% False False 359,514
60 131-140 126-070 5-070 4.0% 0-212 0.5% 84% False False 240,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-144
2.618 133-080
1.618 132-165
1.000 132-020
0.618 131-250
HIGH 131-105
0.618 131-015
0.500 130-308
0.382 130-280
LOW 130-190
0.618 130-045
1.000 129-275
1.618 129-130
2.618 128-215
4.250 127-151
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 130-308 130-318
PP 130-272 130-278
S1 130-236 130-239

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

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