ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	130-185	130-245	0-060	0.1%	129-300
High	130-295	131-075	0-100	0.2%	131-075
Low	130-135	130-190	0-055	0.1%	129-250
Close	130-270	131-040	0-090	0.2%	131-040
Range	0-160	0-205	0-045	28.1%	1-145
ATR	0-213	0-212	-0-001	-0.3%	0-000
Volume	269,767	290,150	20,383	7.6%	1,036,884

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-290	132-210	131-153
R3	132-085	132-005	131-096
R2	131-200	131-200	131-078
R1	131-120	131-120	131-059	131-160
PP	130-315	130-315	130-315	131-015
S1	130-235	130-235	131-021	130-275
S2	130-110	130-110	131-002
S3	129-225	130-030	130-304
S4	129-020	129-145	130-247

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-023	134-177	131-296
R3	133-198	133-032	131-168
R2	132-053	132-053	131-125
R1	131-207	131-207	131-083	131-290
PP	130-228	130-228	130-228	130-270
S1	130-062	130-062	130-317	130-145
S2	129-083	129-083	130-275
S3	127-258	128-237	130-232
S4	126-113	127-092	130-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-075	129-250	1-145	1.1%	0-187	0.4%	92%	True	False	267,264
10	131-140	129-250	1-210	1.3%	0-189	0.5%	81%	False	False	428,991
20	131-140	128-200	2-260	2.1%	0-217	0.5%	89%	False	False	622,178
40	131-140	128-200	2-260	2.1%	0-224	0.5%	89%	False	False	421,191
60	131-140	126-070	5-070	4.0%	0-215	0.5%	94%	False	False	281,278
80	131-140	126-070	5-070	4.0%	0-180	0.4%	94%	False	False	211,068

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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-306
2.618	132-292
1.618	132-087
1.000	131-280
0.618	131-202
HIGH	131-075
0.618	130-317
0.500	130-292
0.382	130-268
LOW	130-190
0.618	130-063
1.000	129-305
1.618	129-178
2.618	128-293
4.250	127-279

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	131-018	130-302
PP	130-315	130-245
S1	130-292	130-188

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols