ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 130-200 130-110 -0-090 -0.2% 129-290
High 131-035 130-160 -0-195 -0.5% 131-300
Low 130-090 129-175 -0-235 -0.6% 129-270
Close 130-110 129-180 -0-250 -0.6% 130-310
Range 0-265 0-305 0-040 15.1% 2-030
ATR 0-287 0-288 0-001 0.4% 0-000
Volume 993,769 987,213 -6,556 -0.7% 5,284,017
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-233 132-032 130-028
R3 131-248 131-047 129-264
R2 130-263 130-263 129-236
R1 130-062 130-062 129-208 130-010
PP 129-278 129-278 129-278 129-252
S1 129-077 129-077 129-152 129-025
S2 128-293 128-293 129-124
S3 127-308 128-092 129-096
S4 127-003 127-107 129-012
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
5 131-300 129-175 2-125 1.8% 0-309 0.7% 1% False True 1,114,412
10 131-300 129-020 2-280 2.2% 0-276 0.7% 17% False False 1,078,328
20 131-300 128-185 3-115 2.6% 0-270 0.7% 29% False False 1,084,305
40 131-300 124-270 7-030 5.5% 1-002 0.8% 67% False False 592,193
60 131-300 120-200 11-100 8.7% 0-285 0.7% 79% False False 395,165
80 131-300 120-120 11-180 8.9% 0-236 0.6% 79% False False 296,535
100 131-300 119-190 12-110 9.5% 0-192 0.5% 81% False False 237,229
120 131-300 115-280 16-020 12.4% 0-160 0.4% 85% False False 197,691
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 0-064
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-176
2.618 132-318
1.618 132-013
1.000 131-145
0.618 131-028
HIGH 130-160
0.618 130-043
0.500 130-008
0.382 129-292
LOW 129-175
0.618 128-307
1.000 128-190
1.618 128-002
2.618 127-017
4.250 125-159
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 130-008 130-238
PP 129-278 130-112
S1 129-229 129-306

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

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