ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 129-165 129-290 0-125 0.3% 131-005
High 129-255 130-215 0-280 0.7% 131-040
Low 129-060 129-270 0-210 0.5% 129-020
Close 129-180 130-175 0-315 0.8% 129-180
Range 0-195 0-265 0-070 35.9% 2-020
ATR 0-280 0-285 0-005 1.9% 0-000
Volume 843,041 859,930 16,889 2.0% 5,448,923
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-268 132-167 131-001
R3 132-003 131-222 130-248
R2 131-058 131-058 130-224
R1 130-277 130-277 130-199 131-008
PP 130-113 130-113 130-113 130-139
S1 130-012 130-012 130-151 130-062
S2 129-168 129-168 130-126
S3 128-223 129-067 130-102
S4 127-278 128-122 130-029
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
5 130-235 129-020 1-215 1.3% 0-250 0.6% 89% False False 1,085,539
10 131-040 129-020 2-020 1.6% 0-240 0.6% 72% False False 1,052,659
20 131-040 128-120 2-240 2.1% 0-271 0.6% 79% False False 857,358
40 131-040 122-170 8-190 6.6% 0-314 0.8% 93% False False 432,265
60 131-040 120-120 10-240 8.2% 0-277 0.7% 95% False False 288,472
80 131-040 120-120 10-240 8.2% 0-218 0.5% 95% False False 216,472
100 131-040 118-070 12-290 9.9% 0-175 0.4% 96% False False 173,178
120 131-040 115-280 15-080 11.7% 0-145 0.3% 96% False False 144,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-061
2.618 132-269
1.618 132-004
1.000 131-160
0.618 131-059
HIGH 130-215
0.618 130-114
0.500 130-082
0.382 130-051
LOW 129-270
0.618 129-106
1.000 129-005
1.618 128-161
2.618 127-216
4.250 126-104
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 130-144 130-102
PP 130-113 130-030
S1 130-082 129-278

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

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