ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 128-270 127-265 -1-005 -0.8% 130-050
High 128-290 128-150 -0-140 -0.3% 131-125
Low 127-180 127-265 0-085 0.2% 128-150
Close 127-190 128-075 0-205 0.5% 128-285
Range 1-110 0-205 -0-225 -52.3% 2-295
ATR 0-303 0-301 -0-002 -0.5% 0-000
Volume 249,322 932,005 682,683 273.8% 5,907,984
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 130-032 129-258 128-188
R3 129-147 129-053 128-131
R2 128-262 128-262 128-113
R1 128-168 128-168 128-094 128-215
PP 128-057 128-057 128-057 128-080
S1 127-283 127-283 128-056 128-010
S2 127-172 127-172 128-037
S3 126-287 127-078 128-019
S4 126-082 126-193 127-282
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
5 130-235 127-180 3-055 2.5% 0-307 0.7% 21% False False 928,005
10 131-125 127-180 3-265 3.0% 0-290 0.7% 18% False False 1,053,389
20 131-300 127-180 4-120 3.4% 0-282 0.7% 15% False False 1,065,859
40 131-300 127-180 4-120 3.4% 0-281 0.7% 15% False False 853,973
60 131-300 122-130 9-170 7.4% 0-297 0.7% 61% False False 570,524
80 131-300 120-120 11-180 9.0% 0-269 0.7% 68% False False 428,205
100 131-300 120-030 11-270 9.2% 0-221 0.5% 69% False False 342,567
120 131-300 117-160 14-140 11.3% 0-184 0.4% 74% False False 285,473
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 131-061
2.618 130-047
1.618 129-162
1.000 129-035
0.618 128-277
HIGH 128-150
0.618 128-072
0.500 128-048
0.382 128-023
LOW 127-265
0.618 127-138
1.000 127-060
1.618 126-253
2.618 126-048
4.250 125-034
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 128-066 128-195
PP 128-057 128-155
S1 128-048 128-115

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

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