ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 130-050 131-050 1-000 0.8% 130-200
High 131-075 131-125 0-050 0.1% 131-035
Low 130-050 130-170 0-120 0.3% 129-065
Close 130-315 130-305 -0-010 0.0% 130-030
Range 1-025 0-275 -0-070 -20.3% 1-290
ATR 0-286 0-285 -0-001 -0.3% 0-000
Volume 1,093,067 1,356,218 263,151 24.1% 5,425,565
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 133-172 133-033 131-136
R3 132-217 132-078 131-061
R2 131-262 131-262 131-035
R1 131-123 131-123 131-010 131-055
PP 130-307 130-307 130-307 130-272
S1 130-168 130-168 130-280 130-100
S2 130-032 130-032 130-255
S3 129-077 129-213 130-229
S4 128-122 128-258 130-154
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
5 131-125 129-065 2-060 1.7% 0-272 0.6% 80% True False 1,178,773
10 131-300 129-065 2-235 2.1% 0-290 0.7% 64% False False 1,146,593
20 131-300 129-020 2-280 2.2% 0-262 0.6% 66% False False 1,080,933
40 131-300 126-250 5-050 3.9% 0-301 0.7% 81% False False 738,916
60 131-300 122-130 9-170 7.3% 0-287 0.7% 90% False False 493,271
80 131-300 120-120 11-180 8.8% 0-253 0.6% 91% False False 370,208
100 131-300 120-020 11-280 9.1% 0-205 0.5% 92% False False 296,167
120 131-300 116-220 15-080 11.6% 0-171 0.4% 94% False False 246,806
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-014
2.618 133-205
1.618 132-250
1.000 132-080
0.618 131-295
HIGH 131-125
0.618 131-020
0.500 130-308
0.382 130-275
LOW 130-170
0.618 130-000
1.000 129-215
1.618 129-045
2.618 128-090
4.250 126-281
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 130-308 130-258
PP 130-307 130-210
S1 130-306 130-162

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

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