ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 130-020 129-080 -0-260 -0.6% 129-190
High 130-020 129-080 -0-260 -0.6% 129-210
Low 129-150 128-290 -0-180 -0.4% 128-150
Close 129-140 128-260 -0-200 -0.5% 129-130
Range 0-190 0-110 -0-080 -42.1% 1-060
ATR 0-169 0-169 0-000 0.0% 0-000
Volume 20 360 340 1,700.0% 8,555
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 130-007 129-243 129-000
R3 129-217 129-133 128-290
R2 129-107 129-107 128-280
R1 129-023 129-023 128-270 129-010
PP 128-317 128-317 128-317 128-310
S1 128-233 128-233 128-250 128-220
S2 128-207 128-207 128-240
S3 128-097 128-123 128-230
S4 127-307 128-013 128-200
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
5 130-160 128-290 1-190 1.2% 0-126 0.3% -6% False True 98
10 131-050 128-150 2-220 2.1% 0-146 0.4% 13% False False 911
20 131-050 128-150 2-220 2.1% 0-082 0.2% 13% False False 457
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
4.250 130-228
2.618 130-048
1.618 129-258
1.000 129-190
0.618 129-148
HIGH 129-080
0.618 129-038
0.500 129-025
0.382 129-012
LOW 128-290
0.618 128-222
1.000 128-180
1.618 128-112
2.618 128-002
4.250 127-142
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 129-025 129-225
PP 128-317 129-130
S1 128-288 129-035

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

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