ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 130-070 129-170 -0-220 -0.5% 130-050
High 130-110 129-210 -0-220 -0.5% 131-125
Low 129-140 128-150 -0-310 -0.7% 128-150
Close 129-165 128-285 -0-200 -0.5% 128-285
Range 0-290 1-060 0-090 31.0% 2-295
ATR 0-287 0-293 0-007 2.3% 0-000
Volume 1,090,539 1,341,894 251,355 23.0% 5,907,984
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 132-182 131-293 129-174
R3 131-122 130-233 129-070
R2 130-062 130-062 129-035
R1 129-173 129-173 129-000 129-088
PP 129-002 129-002 129-002 128-279
S1 128-113 128-113 128-250 128-028
S2 127-262 127-262 128-215
S3 126-202 127-053 128-180
S4 125-142 125-313 128-076
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 138-112 136-173 130-159
R3 135-137 133-198 129-222
R2 132-162 132-162 129-136
R1 130-223 130-223 129-051 130-045
PP 129-187 129-187 129-187 129-098
S1 127-248 127-248 128-199 127-070
S2 126-212 126-212 128-114
S3 123-237 124-273 128-028
S4 120-262 121-298 127-091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-125 128-150 2-295 2.3% 0-304 0.7% 14% False True 1,181,596
10 131-125 128-150 2-295 2.3% 0-283 0.7% 14% False True 1,133,354
20 131-300 128-150 3-150 2.7% 0-274 0.7% 12% False True 1,103,324
40 131-300 128-060 3-240 2.9% 0-275 0.7% 19% False False 824,848
60 131-300 122-130 9-170 7.4% 0-292 0.7% 68% False False 550,873
80 131-300 120-120 11-180 9.0% 0-264 0.6% 74% False False 413,442
100 131-300 120-030 11-270 9.2% 0-214 0.5% 74% False False 330,754
120 131-300 117-130 14-170 11.3% 0-179 0.4% 79% False False 275,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 134-225
2.618 132-245
1.618 131-185
1.000 130-270
0.618 130-125
HIGH 129-210
0.618 129-065
0.500 129-020
0.382 128-295
LOW 128-150
0.618 127-235
1.000 127-090
1.618 126-175
2.618 125-115
4.250 123-135
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 129-020 129-192
PP 129-002 129-117
S1 128-303 129-041

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

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