ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 127-180 127-070 -0-110 -0.3% 130-020
High 127-180 127-240 0-060 0.1% 130-160
Low 127-010 127-060 0-050 0.1% 128-000
Close 127-030 127-200 0-170 0.4% 128-050
Range 0-170 0-180 0-010 5.9% 2-160
ATR 0-193 0-194 0-001 0.6% 0-000
Volume 516 3,538 3,022 585.7% 724
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 129-067 128-313 127-299
R3 128-207 128-133 127-250
R2 128-027 128-027 127-233
R1 127-273 127-273 127-216 127-310
PP 127-167 127-167 127-167 127-185
S1 127-093 127-093 127-184 127-130
S2 126-307 126-307 127-167
S3 126-127 126-233 127-150
S4 125-267 126-053 127-101
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
5 128-100 127-010 1-090 1.0% 0-162 0.4% 46% False False 1,152
10 130-160 127-010 3-150 2.7% 0-144 0.4% 17% False False 625
20 131-050 127-010 4-040 3.2% 0-122 0.3% 14% False False 744
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-045
2.618 129-071
1.618 128-211
1.000 128-100
0.618 128-031
HIGH 127-240
0.618 127-171
0.500 127-150
0.382 127-129
LOW 127-060
0.618 126-269
1.000 126-200
1.618 126-089
2.618 125-229
4.250 124-255
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 127-183 127-175
PP 127-167 127-150
S1 127-150 127-125

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

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