ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 128-200 128-240 0-040 0.1% 129-220
High 128-200 128-240 0-040 0.1% 129-220
Low 128-200 128-240 0-040 0.1% 128-200
Close 128-200 128-230 0-030 0.1% 128-230
Range
ATR
Volume 3 3 0 0.0% 13
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 128-237 128-233 128-230
R3 128-237 128-233 128-230
R2 128-237 128-237 128-230
R1 128-233 128-233 128-230 128-235
PP 128-237 128-237 128-237 128-238
S1 128-233 128-233 128-230 128-235
S2 128-237 128-237 128-230
S3 128-237 128-233 128-230
S4 128-237 128-233 128-230
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-063 131-167 129-097
R3 131-043 130-147 129-004
R2 130-023 130-023 128-292
R1 129-127 129-127 128-261 129-065
PP 129-003 129-003 129-003 128-292
S1 128-107 128-107 128-199 128-045
S2 127-303 127-303 128-168
S3 126-283 127-087 128-136
S4 125-263 126-067 128-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-220 128-200 1-020 0.8% 0-000 0.0% 9% False False 2
10 130-000 128-200 1-120 1.1% 0-000 0.0% 7% 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
4.250 128-240
2.618 128-240
1.618 128-240
1.000 128-240
0.618 128-240
HIGH 128-240
0.618 128-240
0.500 128-240
0.382 128-240
LOW 128-240
0.618 128-240
1.000 128-240
1.618 128-240
2.618 128-240
4.250 128-240
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 128-240 128-285
PP 128-237 128-267
S1 128-233 128-248

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

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