ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 130-160 130-270 0-110 0.3% 131-005
High 130-305 131-275 0-290 0.7% 131-040
Low 130-050 130-255 0-205 0.5% 129-020
Close 130-240 131-240 1-000 0.8% 129-180
Range 0-255 1-020 0-085 33.3% 2-020
ATR 0-276 0-282 0-006 2.0% 0-000
Volume 1,088,344 1,210,944 122,600 11.3% 5,448,923
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 134-210 134-085 132-107
R3 133-190 133-065 132-014
R2 132-170 132-170 131-302
R1 132-045 132-045 131-271 132-108
PP 131-150 131-150 131-150 131-181
S1 131-025 131-025 131-209 131-088
S2 130-130 130-130 131-178
S3 129-110 130-005 131-146
S4 128-090 128-305 131-053
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
5 131-275 129-060 2-215 2.0% 0-247 0.6% 96% True False 967,053
10 131-275 129-020 2-255 2.1% 0-258 0.6% 96% True False 1,055,019
20 131-275 128-120 3-155 2.6% 0-266 0.6% 97% True False 1,004,715
40 131-275 122-300 8-295 6.8% 1-000 0.8% 99% True False 510,502
60 131-275 120-120 11-155 8.7% 0-281 0.7% 99% True False 340,665
80 131-275 120-120 11-155 8.7% 0-226 0.5% 99% True False 255,626
100 131-275 119-000 12-275 9.8% 0-182 0.4% 99% True False 204,501
120 131-275 115-280 15-315 12.1% 0-152 0.4% 99% True False 170,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136-120
2.618 134-205
1.618 133-185
1.000 132-295
0.618 132-165
HIGH 131-275
0.618 131-145
0.500 131-105
0.382 131-065
LOW 130-255
0.618 130-045
1.000 129-235
1.618 129-025
2.618 128-005
4.250 126-090
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 131-195 131-161
PP 131-150 131-082
S1 131-105 131-002

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

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