ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 130-200 129-190 -1-010 -0.8% 129-110
High 131-050 129-190 -1-180 -1.2% 131-050
Low 130-100 129-170 -0-250 -0.6% 129-110
Close 130-100 129-200 -0-220 -0.5% 130-100
Range 0-270 0-020 -0-250 -92.6% 1-260
ATR 0-140 0-148 0-008 5.6% 0-000
Volume 115 52 -63 -54.8% 131
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 129-247 129-243 129-211
R3 129-227 129-223 129-206
R2 129-207 129-207 129-204
R1 129-203 129-203 129-202 129-205
PP 129-187 129-187 129-187 129-188
S1 129-183 129-183 129-198 129-185
S2 129-167 129-167 129-196
S3 129-147 129-163 129-194
S4 129-127 129-143 129-189
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-227 134-263 131-099
R3 133-287 133-003 130-260
R2 132-027 132-027 130-206
R1 131-063 131-063 130-153 131-205
PP 130-087 130-087 130-087 130-158
S1 129-123 129-123 130-047 129-265
S2 128-147 128-147 129-314
S3 126-207 127-183 129-260
S4 124-267 125-243 129-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-050 129-170 1-200 1.3% 0-074 0.2% 6% False True 36
10 131-050 128-200 2-170 2.0% 0-046 0.1% 40% False False 19
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 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-275
2.618 129-242
1.618 129-222
1.000 129-210
0.618 129-202
HIGH 129-190
0.618 129-182
0.500 129-180
0.382 129-178
LOW 129-170
0.618 129-158
1.000 129-150
1.618 129-138
2.618 129-118
4.250 129-085
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 129-193 130-110
PP 129-187 130-033
S1 129-180 129-277

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

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