ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 129-080 128-100 -0-300 -0.7% 130-020
High 129-080 128-100 -0-300 -0.7% 130-160
Low 128-290 128-000 -0-290 -0.7% 128-000
Close 128-260 128-050 -0-210 -0.5% 128-050
Range 0-110 0-100 -0-010 -9.1% 2-160
ATR 0-169 0-176 0-006 3.8% 0-000
Volume 360 284 -76 -21.1% 724
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 129-030 128-300 128-105
R3 128-250 128-200 128-078
R2 128-150 128-150 128-068
R1 128-100 128-100 128-059 128-075
PP 128-050 128-050 128-050 128-038
S1 128-000 128-000 128-041 127-295
S2 127-270 127-270 128-032
S3 127-170 127-220 128-022
S4 127-070 127-120 127-315
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 136-123 134-247 129-170
R3 133-283 132-087 128-270
R2 131-123 131-123 128-197
R1 129-247 129-247 128-123 129-105
PP 128-283 128-283 128-283 128-212
S1 127-087 127-087 127-297 126-265
S2 126-123 126-123 127-223
S3 123-283 124-247 127-150
S4 121-123 122-087 126-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-160 128-000 2-160 2.0% 0-138 0.3% 6% False True 144
10 130-160 128-000 2-160 2.0% 0-129 0.3% 6% False True 927
20 131-050 128-000 3-050 2.5% 0-086 0.2% 5% False True 471
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 129-205
2.618 129-042
1.618 128-262
1.000 128-200
0.618 128-162
HIGH 128-100
0.618 128-062
0.500 128-050
0.382 128-038
LOW 128-000
0.618 127-258
1.000 127-220
1.618 127-158
2.618 127-058
4.250 126-215
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 128-050 129-010
PP 128-050 128-237
S1 128-050 128-143

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

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