ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 130-020 130-110 0-090 0.2% 129-190
High 130-160 130-160 0-000 0.0% 129-210
Low 129-300 130-050 0-070 0.2% 128-150
Close 130-110 130-100 -0-010 0.0% 129-130
Range 0-180 0-110 -0-070 -38.9% 1-060
ATR 0-165 0-161 -0-004 -2.4% 0-000
Volume 16 44 28 175.0% 8,555
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 131-113 131-057 130-160
R3 131-003 130-267 130-130
R2 130-213 130-213 130-120
R1 130-157 130-157 130-110 130-130
PP 130-103 130-103 130-103 130-090
S1 130-047 130-047 130-090 130-020
S2 129-313 129-313 130-080
S3 129-203 129-257 130-070
S4 129-093 129-147 130-040
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
5 130-160 128-150 2-010 1.6% 0-132 0.3% 91% True False 1,705
10 131-050 128-150 2-220 2.1% 0-124 0.3% 69% False False 874
20 131-050 128-150 2-220 2.1% 0-066 0.2% 69% False False 438
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-308
2.618 131-128
1.618 131-018
1.000 130-270
0.618 130-228
HIGH 130-160
0.618 130-118
0.500 130-105
0.382 130-092
LOW 130-050
0.618 129-302
1.000 129-260
1.618 129-192
2.618 129-082
4.250 128-222
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 130-105 130-067
PP 130-103 130-033
S1 130-102 130-000

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

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