ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 131-205 130-200 -1-005 -0.8% 129-290
High 131-300 131-035 -0-265 -0.6% 131-300
Low 130-240 130-090 -0-150 -0.4% 129-270
Close 130-310 130-110 -0-200 -0.5% 130-310
Range 1-060 0-265 -0-115 -30.3% 2-030
ATR 0-289 0-287 -0-002 -0.6% 0-000
Volume 1,291,793 993,769 -298,024 -23.1% 5,284,017
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-020 132-170 130-256
R3 132-075 131-225 130-183
R2 131-130 131-130 130-159
R1 130-280 130-280 130-134 130-232
PP 130-185 130-185 130-185 130-161
S1 130-015 130-015 130-086 129-288
S2 129-240 129-240 130-061
S3 128-295 129-070 130-037
S4 128-030 128-125 129-284
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 137-063 136-057 132-038
R3 135-033 134-027 131-174
R2 133-003 133-003 131-113
R1 131-317 131-317 131-051 132-160
PP 130-293 130-293 130-293 131-055
S1 129-287 129-287 130-249 130-130
S2 128-263 128-263 130-187
S3 126-233 127-257 130-126
S4 124-203 125-227 129-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-300 130-050 1-250 1.4% 0-284 0.7% 11% False False 1,083,571
10 131-300 129-020 2-280 2.2% 0-267 0.6% 45% False False 1,084,555
20 131-300 128-150 3-150 2.7% 0-268 0.6% 54% False False 1,076,795
40 131-300 124-000 7-300 6.1% 1-003 0.8% 80% False False 567,569
60 131-300 120-120 11-180 8.9% 0-283 0.7% 86% False False 378,757
80 131-300 120-120 11-180 8.9% 0-233 0.6% 86% False False 284,195
100 131-300 119-030 12-270 9.9% 0-189 0.5% 88% False False 227,357
120 131-300 115-280 16-020 12.3% 0-157 0.4% 90% False False 189,464
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-069
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-201
2.618 133-089
1.618 132-144
1.000 131-300
0.618 131-199
HIGH 131-035
0.618 130-254
0.500 130-222
0.382 130-191
LOW 130-090
0.618 129-246
1.000 129-145
1.618 128-301
2.618 128-036
4.250 126-244
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 130-222 131-035
PP 130-185 130-273
S1 130-148 130-192

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

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