ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 127-070 127-240 0-170 0.4% 127-230
High 127-240 127-240 0-000 0.0% 127-240
Low 127-060 127-020 -0-040 -0.1% 127-010
Close 127-200 127-100 -0-100 -0.2% 127-100
Range 0-180 0-220 0-040 22.2% 0-230
ATR 0-194 0-196 0-002 1.0% 0-000
Volume 3,538 516 -3,022 -85.4% 5,995
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 129-140 129-020 127-221
R3 128-240 128-120 127-160
R2 128-020 128-020 127-140
R1 127-220 127-220 127-120 127-170
PP 127-120 127-120 127-120 127-095
S1 127-000 127-000 127-080 126-270
S2 126-220 126-220 127-060
S3 126-000 126-100 127-040
S4 125-100 125-200 126-299
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 129-167 129-043 127-226
R3 128-257 128-133 127-163
R2 128-027 128-027 127-142
R1 127-223 127-223 127-121 127-170
PP 127-117 127-117 127-117 127-090
S1 126-313 126-313 127-079 126-260
S2 126-207 126-207 127-058
S3 125-297 126-083 127-037
S4 125-067 125-173 126-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-240 127-010 0-230 0.6% 0-186 0.5% 39% True False 1,199
10 130-160 127-010 3-150 2.7% 0-162 0.4% 8% False False 671
20 131-050 127-010 4-040 3.2% 0-133 0.3% 7% False False 770
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 130-215
2.618 129-176
1.618 128-276
1.000 128-140
0.618 128-056
HIGH 127-240
0.618 127-156
0.500 127-130
0.382 127-104
LOW 127-020
0.618 126-204
1.000 126-120
1.618 125-304
2.618 125-084
4.250 124-045
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 127-130 127-125
PP 127-120 127-117
S1 127-110 127-108

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

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