ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 127-040 127-270 0-230 0.6% 127-230
High 127-280 128-070 0-110 0.3% 127-240
Low 127-010 127-270 0-260 0.6% 127-010
Close 127-280 128-000 0-040 0.1% 127-100
Range 0-270 0-120 -0-150 -55.6% 0-230
ATR 0-201 0-195 -0-006 -2.9% 0-000
Volume 353 362 9 2.5% 5,995
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 129-047 128-303 128-066
R3 128-247 128-183 128-033
R2 128-127 128-127 128-022
R1 128-063 128-063 128-011 128-095
PP 128-007 128-007 128-007 128-022
S1 127-263 127-263 127-309 127-295
S2 127-207 127-207 127-298
S3 127-087 127-143 127-287
S4 126-287 127-023 127-254
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
5 128-070 127-010 1-060 0.9% 0-192 0.5% 82% True False 1,057
10 130-020 127-010 3-010 2.4% 0-172 0.4% 32% False False 737
20 131-050 127-010 4-040 3.2% 0-148 0.4% 23% False False 805
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-260
2.618 129-064
1.618 128-264
1.000 128-190
0.618 128-144
HIGH 128-070
0.618 128-024
0.500 128-010
0.382 127-316
LOW 127-270
0.618 127-196
1.000 127-150
1.618 127-076
2.618 126-276
4.250 126-080
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 128-010 127-280
PP 128-007 127-240
S1 128-003 127-200

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

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