ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 131-050 130-215 -0-155 -0.4% 130-200
High 131-125 130-235 -0-210 -0.5% 131-035
Low 130-170 130-005 -0-165 -0.4% 129-065
Close 130-305 130-035 -0-270 -0.6% 130-030
Range 0-275 0-230 -0-045 -16.4% 1-290
ATR 0-285 0-286 0-001 0.4% 0-000
Volume 1,356,218 1,026,266 -329,952 -24.3% 5,425,565
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 132-142 131-318 130-162
R3 131-232 131-088 130-098
R2 131-002 131-002 130-077
R1 130-178 130-178 130-056 130-135
PP 130-092 130-092 130-092 130-070
S1 129-268 129-268 130-014 129-225
S2 129-182 129-182 129-313
S3 128-272 129-038 129-292
S4 128-042 128-128 129-228
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
5 131-125 129-135 1-310 1.5% 0-261 0.6% 35% False False 1,132,232
10 131-300 129-065 2-235 2.1% 0-288 0.7% 33% False False 1,140,385
20 131-300 129-020 2-280 2.2% 0-264 0.6% 36% False False 1,082,078
40 131-300 127-280 4-020 3.1% 0-282 0.7% 55% False False 764,373
60 131-300 122-130 9-170 7.3% 0-286 0.7% 81% False False 510,372
80 131-300 120-120 11-180 8.9% 0-256 0.6% 84% False False 383,037
100 131-300 120-030 11-270 9.1% 0-208 0.5% 85% False False 306,430
120 131-300 117-100 14-200 11.2% 0-173 0.4% 88% False False 255,358
Crabel Price Patterns
NR True
NR4 True
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 0-048
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-252
2.618 132-197
1.618 131-287
1.000 131-145
0.618 131-057
HIGH 130-235
0.618 130-147
0.500 130-120
0.382 130-093
LOW 130-005
0.618 129-183
1.000 129-095
1.618 128-273
2.618 128-043
4.250 126-308
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 130-120 130-225
PP 130-092 130-162
S1 130-063 130-098

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

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