ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 130-140 130-040 -0-100 -0.2% 130-115
High 130-235 130-165 -0-070 -0.2% 131-010
Low 130-015 129-295 -0-040 -0.1% 129-230
Close 130-060 130-005 -0-055 -0.1% 130-285
Range 0-220 0-190 -0-030 -13.6% 1-100
ATR 0-286 0-279 -0-007 -2.4% 0-000
Volume 1,049,476 1,311,495 262,019 25.0% 4,217,738
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 131-298 131-182 130-110
R3 131-108 130-312 130-057
R2 130-238 130-238 130-040
R1 130-122 130-122 130-022 130-085
PP 130-048 130-048 130-048 130-030
S1 129-252 129-252 129-308 129-215
S2 129-178 129-178 129-290
S3 128-308 129-062 129-273
S4 128-118 128-192 129-220
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
5 131-040 129-275 1-085 1.0% 0-226 0.5% 12% False False 1,049,926
10 131-040 128-185 2-175 2.0% 0-256 0.6% 56% False False 1,148,956
20 131-040 128-120 2-240 2.1% 0-274 0.7% 60% False False 707,179
40 131-040 122-130 8-230 6.7% 0-304 0.7% 87% False False 355,642
60 131-040 120-120 10-240 8.3% 0-266 0.6% 90% False False 237,508
80 131-040 120-030 11-010 8.5% 0-208 0.5% 90% False False 178,138
100 131-040 117-270 13-090 10.2% 0-166 0.4% 92% False False 142,511
120 131-040 115-280 15-080 11.7% 0-138 0.3% 93% False False 118,759
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-067
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-012
2.618 132-022
1.618 131-152
1.000 131-035
0.618 130-282
HIGH 130-165
0.618 130-092
0.500 130-070
0.382 130-048
LOW 129-295
0.618 129-178
1.000 129-105
1.618 128-308
2.618 128-118
4.250 127-128
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 130-070 130-168
PP 130-048 130-113
S1 130-027 130-059

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

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