ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	130-230	131-050	0-140	0.3%	130-195
High	131-100	131-100	0-000	0.0%	130-285
Low	130-220	130-290	0-070	0.2%	130-030
Close	131-065	130-310	-0-075	-0.2%	130-240
Range	0-200	0-130	-0-070	-35.0%	0-255
ATR	0-204	0-198	-0-005	-2.6%	0-000
Volume	893,661	862,454	-31,207	-3.5%	3,127,181

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-090	132-010	131-062
R3	131-280	131-200	131-026
R2	131-150	131-150	131-014
R1	131-070	131-070	131-002	131-045
PP	131-020	131-020	131-020	131-008
S1	130-260	130-260	130-298	130-235
S2	130-210	130-210	130-286
S3	130-080	130-130	130-274
S4	129-270	130-000	130-238

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-310	132-210	131-060
R3	132-055	131-275	130-310
R2	131-120	131-120	130-287
R1	131-020	131-020	130-263	131-070
PP	130-185	130-185	130-185	130-210
S1	130-085	130-085	130-217	130-135
S2	129-250	129-250	130-193
S3	128-315	129-150	130-170
S4	128-060	128-215	130-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-100	130-030	1-070	0.9%	0-180	0.4%	72%	True	False	783,355
10	131-100	130-030	1-070	0.9%	0-176	0.4%	72%	True	False	668,825
20	131-140	129-250	1-210	1.3%	0-184	0.4%	72%	False	False	602,268
40	131-140	128-200	2-260	2.1%	0-208	0.5%	83%	False	False	573,406
60	131-140	126-070	5-070	4.0%	0-215	0.5%	91%	False	False	383,300
80	131-140	126-070	5-070	4.0%	0-196	0.5%	91%	False	False	287,672

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	0-054
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-012
2.618	132-120
1.618	131-310
1.000	131-230
0.618	131-180
HIGH	131-100
0.618	131-050
0.500	131-035
0.382	131-020
LOW	130-290
0.618	130-210
1.000	130-160
1.618	130-080
2.618	129-270
4.250	129-058

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	131-035	130-301
PP	131-020	130-292
S1	131-005	130-282

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