ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 129-050 128-200 -0-170 -0.4% 129-100
High 129-050 128-200 -0-170 -0.4% 130-000
Low 129-050 128-200 -0-170 -0.4% 129-010
Close 129-050 128-200 -0-170 -0.4% 130-000
Range
ATR
Volume 1 3 2 200.0% 10
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 128-200 128-200 128-200
R3 128-200 128-200 128-200
R2 128-200 128-200 128-200
R1 128-200 128-200 128-200 128-200
PP 128-200 128-200 128-200 128-200
S1 128-200 128-200 128-200 128-200
S2 128-200 128-200 128-200
S3 128-200 128-200 128-200
S4 128-200 128-200 128-200
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-187 132-083 130-170
R3 131-197 131-093 130-085
R2 130-207 130-207 130-057
R1 130-103 130-103 130-028 130-155
PP 129-217 129-217 129-217 129-242
S1 129-113 129-113 129-292 129-165
S2 128-227 128-227 129-263
S3 127-237 128-123 129-235
S4 126-247 127-133 129-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-000 128-200 1-120 1.1% 0-000 0.0% 0% False True 2
10 130-000 128-190 1-130 1.1% 0-000 0.0% 2% False False 2
Crabel Price Patterns
NR False
NR4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 128-200
2.618 128-200
1.618 128-200
1.000 128-200
0.618 128-200
HIGH 128-200
0.618 128-200
0.500 128-200
0.382 128-200
LOW 128-200
0.618 128-200
1.000 128-200
1.618 128-200
2.618 128-200
4.250 128-200
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 128-200 128-305
PP 128-200 128-270
S1 128-200 128-235

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

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