ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 128-250 128-195 -0-055 -0.1% 128-000
High 129-065 128-265 -0-120 -0.3% 129-095
Low 128-130 128-070 -0-060 -0.1% 127-210
Close 128-225 128-210 -0-015 0.0% 128-210
Range 0-255 0-195 -0-060 -23.5% 1-205
ATR 0-294 0-287 -0-007 -2.4% 0-000
Volume 1,302,696 804,543 -498,153 -38.2% 5,307,971
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 130-127 130-043 128-317
R3 129-252 129-168 128-264
R2 129-057 129-057 128-246
R1 128-293 128-293 128-228 129-015
PP 128-182 128-182 128-182 128-202
S1 128-098 128-098 128-192 128-140
S2 127-307 127-307 128-174
S3 127-112 127-223 128-156
S4 126-237 127-028 128-103
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 133-147 132-223 129-179
R3 131-262 131-018 129-034
R2 130-057 130-057 128-306
R1 129-133 129-133 128-258 129-255
PP 128-172 128-172 128-172 128-232
S1 127-248 127-248 128-162 128-050
S2 126-287 126-287 128-114
S3 125-082 126-043 128-066
S4 123-197 124-158 127-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-095 127-210 1-205 1.3% 0-267 0.6% 61% False False 1,061,594
10 129-095 127-165 1-250 1.4% 0-282 0.7% 64% False False 992,452
20 131-125 127-165 3-280 3.0% 0-283 0.7% 29% False False 1,062,903
40 131-300 127-165 4-135 3.4% 0-277 0.7% 26% False False 1,059,004
60 131-300 123-070 8-230 6.8% 0-312 0.8% 62% False False 716,146
80 131-300 120-120 11-180 9.0% 0-284 0.7% 72% False False 537,372
100 131-300 120-120 11-180 9.0% 0-240 0.6% 72% False False 429,999
120 131-300 119-030 12-270 10.0% 0-202 0.5% 74% False False 358,333
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-069
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 131-134
2.618 130-136
1.618 129-261
1.000 129-140
0.618 129-066
HIGH 128-265
0.618 128-191
0.500 128-168
0.382 128-144
LOW 128-070
0.618 127-269
1.000 127-195
1.618 127-074
2.618 126-199
4.250 125-201
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 128-196 128-228
PP 128-182 128-222
S1 128-168 128-216

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

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