ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 130-175 130-160 -0-015 0.0% 131-005
High 130-235 130-305 0-070 0.2% 131-040
Low 130-055 130-050 -0-005 0.0% 129-020
Close 130-150 130-240 0-090 0.2% 129-180
Range 0-180 0-255 0-075 41.7% 2-020
ATR 0-278 0-276 -0-002 -0.6% 0-000
Volume 833,006 1,088,344 255,338 30.7% 5,448,923
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-003 132-217 131-060
R3 132-068 131-282 130-310
R2 131-133 131-133 130-287
R1 131-027 131-027 130-263 131-080
PP 130-198 130-198 130-198 130-225
S1 130-092 130-092 130-217 130-145
S2 129-263 129-263 130-193
S3 129-008 129-157 130-170
S4 128-073 128-222 130-100
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
5 130-305 129-020 1-285 1.4% 0-255 0.6% 89% True False 997,614
10 131-040 129-020 2-020 1.6% 0-240 0.6% 82% False False 1,023,770
20 131-040 128-120 2-240 2.1% 0-269 0.6% 86% False False 949,168
40 131-040 122-200 8-160 6.5% 0-316 0.8% 96% False False 480,240
60 131-040 120-120 10-240 8.2% 0-278 0.7% 97% False False 320,483
80 131-040 120-120 10-240 8.2% 0-224 0.5% 97% False False 240,489
100 131-040 118-250 12-110 9.4% 0-179 0.4% 97% False False 192,392
120 131-040 115-280 15-080 11.7% 0-149 0.4% 98% False False 160,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-109
2.618 133-013
1.618 132-078
1.000 131-240
0.618 131-143
HIGH 130-305
0.618 130-208
0.500 130-178
0.382 130-147
LOW 130-050
0.618 129-212
1.000 129-115
1.618 128-277
2.618 128-022
4.250 126-246
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 130-219 130-202
PP 130-198 130-165
S1 130-178 130-128

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

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