ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 131-125 131-230 0-105 0.2% 130-110
High 131-265 132-070 0-125 0.3% 131-265
Low 131-065 131-225 0-160 0.4% 129-260
Close 131-230 132-010 0-100 0.2% 131-230
Range 0-200 0-165 -0-035 -17.5% 2-005
ATR 0-218 0-214 -0-004 -1.7% 0-000
Volume 1,036,064 879,574 -156,490 -15.1% 5,749,264
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 133-170 133-095 132-101
R3 133-005 132-250 132-055
R2 132-160 132-160 132-040
R1 132-085 132-085 132-025 132-122
PP 131-315 131-315 131-315 132-014
S1 131-240 131-240 131-315 131-278
S2 131-150 131-150 131-300
S3 130-305 131-075 131-285
S4 130-140 130-230 131-239
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 137-053 136-147 132-265
R3 135-048 134-142 132-087
R2 133-043 133-043 132-028
R1 132-137 132-137 131-289 132-250
PP 131-038 131-038 131-038 131-095
S1 130-132 130-132 131-171 130-245
S2 129-033 129-033 131-112
S3 127-028 128-127 131-053
S4 125-023 126-122 130-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-070 129-275 2-115 1.8% 0-232 0.5% 92% True False 1,137,523
10 132-070 129-260 2-130 1.8% 0-221 0.5% 92% True False 1,049,001
20 132-070 129-260 2-130 1.8% 0-204 0.5% 92% True False 892,067
40 132-070 128-200 3-190 2.7% 0-210 0.5% 95% True False 784,510
60 132-070 128-200 3-190 2.7% 0-216 0.5% 95% True False 573,347
80 132-070 126-070 6-000 4.5% 0-212 0.5% 97% True False 430,348
100 132-070 126-070 6-000 4.5% 0-183 0.4% 97% True False 344,366
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-131
2.618 133-182
1.618 133-017
1.000 132-235
0.618 132-172
HIGH 132-070
0.618 132-007
0.500 131-308
0.382 131-288
LOW 131-225
0.618 131-123
1.000 131-060
1.618 130-278
2.618 130-113
4.250 129-164
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 132-002 131-275
PP 131-315 131-220
S1 131-308 131-165

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

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