ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 129-285 129-200 -0-085 -0.2% 130-200
High 130-005 130-145 0-140 0.3% 131-035
Low 129-135 129-200 0-065 0.2% 129-065
Close 129-315 130-030 0-035 0.1% 130-030
Range 0-190 0-265 0-075 39.5% 1-290
ATR 0-281 0-280 -0-001 -0.4% 0-000
Volume 1,115,480 1,070,130 -45,350 -4.1% 5,425,565
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-173 132-047 130-176
R3 131-228 131-102 130-103
R2 130-283 130-283 130-079
R1 130-157 130-157 130-054 130-220
PP 130-018 130-018 130-018 130-050
S1 129-212 129-212 130-006 129-275
S2 129-073 129-073 129-301
S3 128-128 128-267 129-277
S4 127-183 128-002 129-204
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-273 134-282 131-046
R3 133-303 132-312 130-198
R2 132-013 132-013 130-142
R1 131-022 131-022 130-086 130-192
PP 130-043 130-043 130-043 129-289
S1 129-052 129-052 129-294 128-222
S2 128-073 128-073 129-238
S3 126-103 127-082 129-182
S4 124-133 125-112 129-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-035 129-065 1-290 1.5% 0-262 0.6% 47% False False 1,085,113
10 131-300 129-065 2-235 2.1% 0-273 0.7% 33% False False 1,070,958
20 131-300 129-020 2-280 2.2% 0-262 0.6% 36% False False 1,083,316
40 131-300 125-210 6-090 4.8% 0-314 0.8% 71% False False 678,009
60 131-300 120-300 11-000 8.5% 0-290 0.7% 83% False False 452,525
80 131-300 120-120 11-180 8.9% 0-246 0.6% 84% False False 339,593
100 131-300 119-230 12-070 9.4% 0-199 0.5% 85% False False 271,674
120 131-300 116-180 15-120 11.8% 0-166 0.4% 88% False False 226,396
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 0-057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-311
2.618 132-199
1.618 131-254
1.000 131-090
0.618 130-309
HIGH 130-145
0.618 130-044
0.500 130-012
0.382 129-301
LOW 129-200
0.618 129-036
1.000 128-255
1.618 128-091
2.618 127-146
4.250 126-034
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 130-024 130-002
PP 130-018 129-293
S1 130-012 129-265

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

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