ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 130-110 130-015 -0-095 -0.2% 131-180
High 130-180 130-070 -0-110 -0.3% 131-230
Low 129-260 129-275 0-015 0.0% 130-070
Close 129-315 130-030 0-035 0.1% 130-085
Range 0-240 0-115 -0-125 -52.1% 1-160
ATR 0-206 0-200 -0-007 -3.2% 0-000
Volume 941,220 925,125 -16,095 -1.7% 3,861,180
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-043 130-312 130-093
R3 130-248 130-197 130-062
R2 130-133 130-133 130-051
R1 130-082 130-082 130-041 130-108
PP 130-018 130-018 130-018 130-031
S1 129-287 129-287 130-019 129-312
S2 129-223 129-223 130-009
S3 129-108 129-172 129-318
S4 128-313 129-057 129-287
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
5 131-225 129-260 1-285 1.5% 0-198 0.5% 15% False False 983,079
10 131-235 129-260 1-295 1.5% 0-190 0.5% 15% False False 914,181
20 131-235 129-250 1-305 1.5% 0-188 0.5% 16% False False 706,251
40 131-235 128-200 3-035 2.4% 0-212 0.5% 47% False False 732,221
60 131-235 126-070 5-165 4.2% 0-224 0.5% 70% False False 494,223
80 131-235 126-070 5-165 4.2% 0-204 0.5% 70% False False 370,819
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 131-239
2.618 131-051
1.618 130-256
1.000 130-185
0.618 130-141
HIGH 130-070
0.618 130-026
0.500 130-012
0.382 129-319
LOW 129-275
0.618 129-204
1.000 129-160
1.618 129-089
2.618 128-294
4.250 128-106
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 130-024 130-102
PP 130-018 130-078
S1 130-012 130-054

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

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