ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 130-210 130-110 -0-100 -0.2% 131-180
High 130-265 130-180 -0-085 -0.2% 131-230
Low 130-070 129-260 -0-130 -0.3% 130-070
Close 130-085 129-315 -0-090 -0.2% 130-085
Range 0-195 0-240 0-045 23.1% 1-160
ATR 0-204 0-206 0-003 1.3% 0-000
Volume 970,831 941,220 -29,611 -3.1% 3,861,180
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 132-118 131-297 130-127
R3 131-198 131-057 130-061
R2 130-278 130-278 130-039
R1 130-137 130-137 130-017 130-088
PP 130-038 130-038 130-038 130-014
S1 129-217 129-217 129-293 129-168
S2 129-118 129-118 129-271
S3 128-198 128-297 129-249
S4 127-278 128-057 129-183
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 135-075 134-080 131-029
R3 133-235 132-240 130-217
R2 132-075 132-075 130-173
R1 131-080 131-080 130-129 130-318
PP 130-235 130-235 130-235 130-194
S1 129-240 129-240 130-041 129-158
S2 129-075 129-075 129-317
S3 127-235 128-080 129-273
S4 126-075 126-240 129-141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-230 129-260 1-290 1.5% 0-210 0.5% 9% False True 960,480
10 131-235 129-260 1-295 1.5% 0-196 0.5% 9% False True 873,639
20 131-235 129-250 1-305 1.5% 0-189 0.5% 10% False False 681,562
40 131-235 128-200 3-035 2.4% 0-215 0.5% 44% False False 713,474
60 131-235 126-070 5-165 4.2% 0-225 0.5% 68% False False 478,810
80 131-235 126-070 5-165 4.2% 0-206 0.5% 68% False False 359,360
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-240
2.618 132-168
1.618 131-248
1.000 131-100
0.618 131-008
HIGH 130-180
0.618 130-088
0.500 130-060
0.382 130-032
LOW 129-260
0.618 129-112
1.000 129-020
1.618 128-192
2.618 127-272
4.250 126-200
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 130-060 130-190
PP 130-038 130-125
S1 130-017 130-060

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

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