ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 129-210 130-000 0-110 0.3% 129-220
High 129-210 130-000 0-110 0.3% 129-220
Low 129-210 130-000 0-110 0.3% 128-200
Close 129-220 129-310 0-090 0.2% 128-230
Range
ATR 0-116 0-115 -0-001 -1.0% 0-000
Volume 3 2 -1 -33.3% 13
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 129-317 129-313 129-310
R3 129-317 129-313 129-310
R2 129-317 129-317 129-310
R1 129-313 129-313 129-310 129-315
PP 129-317 129-317 129-317 129-318
S1 129-313 129-313 129-310 129-315
S2 129-317 129-317 129-310
S3 129-317 129-313 129-310
S4 129-317 129-313 129-310
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
5 130-000 128-200 1-120 1.1% 0-018 0.0% 98% True False 2
10 130-000 128-200 1-120 1.1% 0-009 0.0% 98% True 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
4.250 130-000
2.618 130-000
1.618 130-000
1.000 130-000
0.618 130-000
HIGH 130-000
0.618 130-000
0.500 130-000
0.382 130-000
LOW 130-000
0.618 130-000
1.000 130-000
1.618 130-000
2.618 130-000
4.250 130-000
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 130-000 129-278
PP 129-317 129-247
S1 129-313 129-215

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

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