ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 129-170 128-270 -0-220 -0.5% 130-050
High 129-210 128-290 -0-240 -0.6% 131-125
Low 128-150 127-180 -0-290 -0.7% 128-150
Close 128-285 127-190 -1-095 -1.0% 128-285
Range 1-060 1-110 0-050 13.2% 2-295
ATR 0-293 0-303 0-010 3.3% 0-000
Volume 1,341,894 249,322 -1,092,572 -81.4% 5,907,984
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 132-017 131-053 128-106
R3 130-227 129-263 127-308
R2 129-117 129-117 127-269
R1 128-153 128-153 127-229 128-080
PP 128-007 128-007 128-007 127-290
S1 127-043 127-043 127-151 126-290
S2 126-217 126-217 127-111
S3 125-107 125-253 127-072
S4 123-317 124-143 126-274
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
5 131-125 127-180 3-265 3.0% 1-001 0.8% 1% False True 1,012,847
10 131-125 127-180 3-265 3.0% 0-300 0.7% 1% False True 1,058,910
20 131-300 127-180 4-120 3.4% 0-283 0.7% 1% False True 1,071,732
40 131-300 127-180 4-120 3.4% 0-280 0.7% 1% False True 830,850
60 131-300 122-130 9-170 7.5% 0-296 0.7% 54% False False 555,022
80 131-300 120-120 11-180 9.1% 0-266 0.7% 62% False False 416,558
100 131-300 120-030 11-270 9.3% 0-219 0.5% 63% False False 333,247
120 131-300 117-130 14-170 11.4% 0-182 0.4% 70% False False 277,706
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 0-036
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 134-198
2.618 132-136
1.618 131-026
1.000 130-080
0.618 129-236
HIGH 128-290
0.618 128-126
0.500 128-075
0.382 128-024
LOW 127-180
0.618 126-234
1.000 126-070
1.618 125-124
2.618 124-014
4.250 121-272
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 128-075 128-305
PP 128-007 128-160
S1 127-258 128-015

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

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