ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 130-080 131-005 0-245 0.6% 130-115
High 131-010 131-040 0-030 0.1% 131-010
Low 130-020 130-120 0-100 0.2% 129-230
Close 130-285 130-190 -0-095 -0.2% 130-285
Range 0-310 0-240 -0-070 -22.6% 1-100
ATR 0-295 0-291 -0-004 -1.3% 0-000
Volume 1,109,049 881,158 -227,891 -20.5% 4,217,738
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-303 132-167 131-002
R3 132-063 131-247 130-256
R2 131-143 131-143 130-234
R1 131-007 131-007 130-212 130-275
PP 130-223 130-223 130-223 130-198
S1 130-087 130-087 130-168 130-035
S2 129-303 129-303 130-146
S3 129-063 129-167 130-124
S4 128-143 128-247 130-058
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 134-155 134-000 131-196
R3 133-055 132-220 131-080
R2 131-275 131-275 131-042
R1 131-120 131-120 131-004 131-198
PP 130-175 130-175 130-175 130-214
S1 130-020 130-020 130-246 130-098
S2 129-075 129-075 130-208
S3 127-295 128-240 130-170
S4 126-195 127-140 130-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-040 129-230 1-130 1.1% 0-230 0.6% 62% True False 1,019,779
10 131-040 128-150 2-210 2.0% 0-270 0.6% 80% True False 1,069,034
20 131-040 128-110 2-250 2.1% 0-277 0.7% 81% True False 589,969
40 131-040 122-130 8-230 6.7% 0-302 0.7% 94% True False 296,667
60 131-040 120-120 10-240 8.2% 0-261 0.6% 95% True False 198,166
80 131-040 120-030 11-010 8.4% 0-203 0.5% 95% True False 148,626
100 131-040 117-130 13-230 10.5% 0-162 0.4% 96% True False 118,901
120 131-040 115-280 15-080 11.7% 0-135 0.3% 97% True False 99,085
Crabel Price Patterns
NR True
NR4 False
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 0-053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-100
2.618 133-028
1.618 132-108
1.000 131-280
0.618 131-188
HIGH 131-040
0.618 130-268
0.500 130-240
0.382 130-212
LOW 130-120
0.618 129-292
1.000 129-200
1.618 129-052
2.618 128-132
4.250 127-060
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 130-240 130-179
PP 130-223 130-168
S1 130-207 130-158

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

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