ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 129-110 129-210 0-100 0.2% 129-220
High 129-200 129-210 0-010 0.0% 129-220
Low 129-110 129-210 0-100 0.2% 128-200
Close 129-220 129-220 0-000 0.0% 128-230
Range 0-090 0-000 -0-090 -100.0% 1-020
ATR 0-000 0-116 0-116 0-000
Volume 2 3 1 50.0% 13
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 129-213 129-217 129-220
R3 129-213 129-217 129-220
R2 129-213 129-213 129-220
R1 129-217 129-217 129-220 129-215
PP 129-213 129-213 129-213 129-212
S1 129-217 129-217 129-220 129-215
S2 129-213 129-213 129-220
S3 129-213 129-217 129-220
S4 129-213 129-217 129-220
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
5 129-210 128-200 1-010 0.8% 0-018 0.0% 103% True False 2
10 130-000 128-200 1-120 1.1% 0-009 0.0% 77% False False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-210
2.618 129-210
1.618 129-210
1.000 129-210
0.618 129-210
HIGH 129-210
0.618 129-210
0.500 129-210
0.382 129-210
LOW 129-210
0.618 129-210
1.000 129-210
1.618 129-210
2.618 129-210
4.250 129-210
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 129-217 129-168
PP 129-213 129-117
S1 129-210 129-065

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

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