ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 130-040 130-050 0-010 0.0% 130-115
High 130-165 130-080 -0-085 -0.2% 131-010
Low 129-295 129-020 -0-275 -0.7% 129-230
Close 130-005 129-155 -0-170 -0.4% 130-285
Range 0-190 1-060 0-190 100.0% 1-100
ATR 0-279 0-287 0-007 2.6% 0-000
Volume 1,311,495 1,363,753 52,258 4.0% 4,217,738
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-052 132-163 130-044
R3 131-312 131-103 129-260
R2 130-252 130-252 129-225
R1 130-043 130-043 129-190 129-278
PP 129-192 129-192 129-192 129-149
S1 128-303 128-303 129-120 128-218
S2 128-132 128-132 129-085
S3 127-072 127-243 129-050
S4 126-012 126-183 128-266
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
5 131-040 129-020 2-020 1.6% 0-268 0.6% 20% False True 1,142,986
10 131-040 128-185 2-175 2.0% 0-267 0.6% 36% False False 1,152,347
20 131-040 128-120 2-240 2.1% 0-284 0.7% 40% False False 774,508
40 131-040 122-130 8-230 6.7% 0-312 0.8% 81% False False 389,725
60 131-040 120-120 10-240 8.3% 0-273 0.7% 85% False False 260,237
80 131-040 120-030 11-010 8.5% 0-212 0.5% 85% False False 195,185
100 131-040 117-300 13-060 10.2% 0-170 0.4% 88% False False 156,148
120 131-040 115-280 15-080 11.8% 0-142 0.3% 89% False False 130,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 135-095
2.618 133-115
1.618 132-055
1.000 131-140
0.618 130-315
HIGH 130-080
0.618 129-255
0.500 129-210
0.382 129-165
LOW 129-020
0.618 128-105
1.000 127-280
1.618 127-045
2.618 125-305
4.250 124-005
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 129-210 129-288
PP 129-192 129-243
S1 129-173 129-199

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

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