ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 127-310 128-130 0-140 0.3% 127-040
High 128-130 128-130 0-000 0.0% 128-080
Low 127-300 127-270 -0-030 -0.1% 127-010
Close 128-090 127-230 -0-180 -0.4% 127-250
Range 0-150 0-180 0-030 20.0% 1-070
ATR 0-182 0-182 0-000 -0.1% 0-000
Volume 733 369 -364 -49.7% 3,895
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 129-217 129-083 128-009
R3 129-037 128-223 127-280
R2 128-177 128-177 127-263
R1 128-043 128-043 127-246 128-020
PP 127-317 127-317 127-317 127-305
S1 127-183 127-183 127-214 127-160
S2 127-137 127-137 127-197
S3 126-277 127-003 127-180
S4 126-097 126-143 127-131
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 131-110 130-250 128-144
R3 130-040 129-180 128-037
R2 128-290 128-290 128-002
R1 128-110 128-110 127-286 128-200
PP 127-220 127-220 127-220 127-265
S1 127-040 127-040 127-214 127-130
S2 126-150 126-150 127-178
S3 125-080 125-290 127-143
S4 124-010 124-220 127-036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-130 127-200 0-250 0.6% 0-122 0.3% 12% True False 574
10 128-130 127-010 1-120 1.1% 0-156 0.4% 50% True False 943
20 130-160 127-010 3-150 2.7% 0-144 0.4% 20% False False 609
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 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-255
2.618 129-281
1.618 129-101
1.000 128-310
0.618 128-241
HIGH 128-130
0.618 128-061
0.500 128-040
0.382 128-019
LOW 127-270
0.618 127-159
1.000 127-090
1.618 126-299
2.618 126-119
4.250 125-145
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 128-040 128-020
PP 127-317 127-303
S1 127-273 127-267

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

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