ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 129-010 129-160 0-150 0.4% 129-190
High 129-010 129-200 0-190 0.5% 129-210
Low 128-260 129-160 0-220 0.5% 128-150
Close 129-080 129-130 0-050 0.1% 129-130
Range 0-070 0-040 -0-030 -42.9% 1-060
ATR 0-153 0-151 -0-002 -1.6% 0-000
Volume 28 53 25 89.3% 8,555
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 129-283 129-247 129-152
R3 129-243 129-207 129-141
R2 129-203 129-203 129-137
R1 129-167 129-167 129-134 129-165
PP 129-163 129-163 129-163 129-162
S1 129-127 129-127 129-126 129-125
S2 129-123 129-123 129-123
S3 129-083 129-087 129-119
S4 129-043 129-047 129-108
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-237 132-083 130-019
R3 131-177 131-023 129-234
R2 130-117 130-117 129-200
R1 129-283 129-283 129-165 129-170
PP 129-057 129-057 129-057 129-000
S1 128-223 128-223 129-095 128-110
S2 127-317 127-317 129-060
S3 126-257 127-163 129-026
S4 125-197 126-103 128-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-210 128-150 1-060 0.9% 0-120 0.3% 79% False False 1,711
10 131-050 128-150 2-220 2.1% 0-104 0.3% 35% False False 868
20 131-050 128-150 2-220 2.1% 0-052 0.1% 35% False False 435
Crabel Price Patterns
NR True
NR4 True
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 0-011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-050
2.618 129-305
1.618 129-265
1.000 129-240
0.618 129-225
HIGH 129-200
0.618 129-185
0.500 129-180
0.382 129-175
LOW 129-160
0.618 129-135
1.000 129-120
1.618 129-095
2.618 129-055
4.250 128-310
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 129-180 129-092
PP 129-163 129-053
S1 129-147 129-015

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

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