ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 130-050 129-165 -0-205 -0.5% 131-005
High 130-080 129-255 -0-145 -0.3% 131-040
Low 129-020 129-060 0-040 0.1% 129-020
Close 129-155 129-180 0-025 0.1% 129-180
Range 1-060 0-195 -0-185 -48.7% 2-020
ATR 0-287 0-280 -0-007 -2.3% 0-000
Volume 1,363,753 843,041 -520,712 -38.2% 5,448,923
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 131-110 131-020 129-287
R3 130-235 130-145 129-234
R2 130-040 130-040 129-216
R1 129-270 129-270 129-198 129-315
PP 129-165 129-165 129-165 129-188
S1 129-075 129-075 129-162 129-120
S2 128-290 128-290 129-144
S3 128-095 128-200 129-126
S4 127-220 128-005 129-073
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 136-033 134-287 130-223
R3 134-013 132-267 130-042
R2 131-313 131-313 129-301
R1 130-247 130-247 129-240 130-110
PP 129-293 129-293 129-293 129-225
S1 128-227 128-227 129-120 128-090
S2 127-273 127-273 129-059
S3 125-253 126-207 128-318
S4 123-233 124-187 128-137
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% 0-245 0.6% 24% False False 1,089,784
10 131-040 129-020 2-020 1.6% 0-251 0.6% 24% False False 1,095,674
20 131-040 128-120 2-240 2.1% 0-272 0.7% 43% False False 816,041
40 131-040 122-170 8-190 6.6% 0-310 0.7% 82% False False 410,782
60 131-040 120-120 10-240 8.3% 0-272 0.7% 85% False False 274,287
80 131-040 120-030 11-010 8.5% 0-215 0.5% 86% False False 205,723
100 131-040 117-300 13-060 10.2% 0-172 0.4% 88% False False 164,579
120 131-040 115-280 15-080 11.8% 0-143 0.3% 90% False False 137,149
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-124
2.618 131-126
1.618 130-251
1.000 130-130
0.618 130-056
HIGH 129-255
0.618 129-181
0.500 129-158
0.382 129-134
LOW 129-060
0.618 128-259
1.000 128-185
1.618 128-064
2.618 127-189
4.250 126-191
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 129-172 129-252
PP 129-165 129-228
S1 129-158 129-204

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

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