ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 129-290 130-175 0-205 0.5% 131-005
High 130-215 130-235 0-020 0.0% 131-040
Low 129-270 130-055 0-105 0.3% 129-020
Close 130-175 130-150 -0-025 -0.1% 129-180
Range 0-265 0-180 -0-085 -32.1% 2-020
ATR 0-285 0-278 -0-008 -2.6% 0-000
Volume 859,930 833,006 -26,924 -3.1% 5,448,923
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-047 131-278 130-249
R3 131-187 131-098 130-200
R2 131-007 131-007 130-183
R1 130-238 130-238 130-166 130-192
PP 130-147 130-147 130-147 130-124
S1 130-058 130-058 130-134 130-012
S2 129-287 129-287 130-117
S3 129-107 129-198 130-100
S4 128-247 129-018 130-051
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% 0-242 0.6% 84% True False 1,042,245
10 131-040 129-020 2-020 1.6% 0-232 0.6% 68% False False 1,015,274
20 131-040 128-120 2-240 2.1% 0-269 0.6% 76% False False 896,900
40 131-040 122-170 8-190 6.6% 0-315 0.8% 92% False False 453,082
60 131-040 120-120 10-240 8.2% 0-276 0.7% 94% False False 302,346
80 131-040 120-120 10-240 8.2% 0-220 0.5% 94% False False 226,885
100 131-040 118-220 12-140 9.5% 0-176 0.4% 95% False False 181,508
120 131-040 115-280 15-080 11.7% 0-147 0.4% 96% False False 151,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-046
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 133-040
2.618 132-066
1.618 131-206
1.000 131-095
0.618 131-026
HIGH 130-235
0.618 130-166
0.500 130-145
0.382 130-124
LOW 130-055
0.618 129-264
1.000 129-195
1.618 129-084
2.618 128-224
4.250 127-250
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 130-148 130-096
PP 130-147 130-042
S1 130-145 129-308

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

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