ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 130-110 129-280 -0-150 -0.4% 129-290
High 130-160 130-030 -0-130 -0.3% 131-300
Low 129-175 129-065 -0-110 -0.3% 129-270
Close 129-180 129-215 0-035 0.1% 130-310
Range 0-305 0-285 -0-020 -6.6% 2-030
ATR 0-288 0-288 0-000 -0.1% 0-000
Volume 987,213 1,258,973 271,760 27.5% 5,284,017
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-105 131-285 130-052
R3 131-140 131-000 129-293
R2 130-175 130-175 129-267
R1 130-035 130-035 129-241 129-282
PP 129-210 129-210 129-210 129-174
S1 129-070 129-070 129-189 128-318
S2 128-245 128-245 129-163
S3 127-280 128-105 129-137
S4 126-315 127-140 129-058
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
5 131-300 129-065 2-235 2.1% 0-315 0.8% 17% False True 1,148,538
10 131-300 129-020 2-280 2.2% 0-285 0.7% 21% False False 1,073,076
20 131-300 128-185 3-115 2.6% 0-270 0.7% 33% False False 1,111,016
40 131-300 125-170 6-130 4.9% 1-000 0.8% 65% False False 623,611
60 131-300 120-250 11-050 8.6% 0-287 0.7% 80% False False 416,125
80 131-300 120-120 11-180 8.9% 0-240 0.6% 80% False False 312,273
100 131-300 119-190 12-110 9.5% 0-195 0.5% 82% False False 249,818
120 131-300 115-280 16-020 12.4% 0-162 0.4% 86% False False 208,182
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 0-065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-281
2.618 132-136
1.618 131-171
1.000 130-315
0.618 130-206
HIGH 130-030
0.618 129-241
0.500 129-208
0.382 129-174
LOW 129-065
0.618 128-209
1.000 128-100
1.618 127-244
2.618 126-279
4.250 125-134
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 129-212 130-050
PP 129-210 129-318
S1 129-208 129-267

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

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