ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 128-100 127-230 -0-190 -0.5% 130-020
High 128-100 127-230 -0-190 -0.5% 130-160
Low 128-000 127-010 -0-310 -0.8% 128-000
Close 128-050 126-250 -1-120 -1.1% 128-050
Range 0-100 0-220 0-120 120.0% 2-160
ATR 0-176 0-189 0-013 7.5% 0-000
Volume 284 1,382 1,098 386.6% 724
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 129-077 128-223 127-051
R3 128-177 128-003 126-310
R2 127-277 127-277 126-290
R1 127-103 127-103 126-270 127-080
PP 127-057 127-057 127-057 127-045
S1 126-203 126-203 126-230 126-180
S2 126-157 126-157 126-210
S3 125-257 125-303 126-190
S4 125-037 125-083 126-129
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
5 130-160 127-010 3-150 2.7% 0-146 0.4% -7% False True 418
10 130-160 127-010 3-150 2.7% 0-149 0.4% -7% False True 1,060
20 131-050 127-010 4-040 3.3% 0-098 0.2% -6% False True 540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 130-205
2.618 129-166
1.618 128-266
1.000 128-130
0.618 128-046
HIGH 127-230
0.618 127-146
0.500 127-120
0.382 127-094
LOW 127-010
0.618 126-194
1.000 126-110
1.618 125-294
2.618 125-074
4.250 124-035
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 127-120 128-045
PP 127-057 127-220
S1 126-313 127-075

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

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