ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 128-130 127-160 -0-290 -0.7% 127-040
High 128-130 127-160 -0-290 -0.7% 128-080
Low 127-270 126-070 -1-200 -1.3% 127-010
Close 127-230 126-120 -1-110 -1.1% 127-250
Range 0-180 1-090 0-230 127.8% 1-070
ATR 0-182 0-203 0-021 11.7% 0-000
Volume 369 1,372 1,003 271.8% 3,895
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 130-173 129-237 127-026
R3 129-083 128-147 126-233
R2 127-313 127-313 126-195
R1 127-057 127-057 126-158 126-300
PP 126-223 126-223 126-223 126-185
S1 125-287 125-287 126-082 125-210
S2 125-133 125-133 126-045
S3 124-043 124-197 126-007
S4 122-273 123-107 125-214
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
5 128-130 126-070 2-060 1.7% 0-164 0.4% 7% False True 606
10 128-130 126-070 2-060 1.7% 0-179 0.4% 7% False True 727
20 130-160 126-070 4-090 3.4% 0-162 0.4% 4% False True 676
40 131-050 126-070 4-300 3.9% 0-106 0.3% 3% False True 554
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 0-016
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 132-302
2.618 130-273
1.618 129-183
1.000 128-250
0.618 128-093
HIGH 127-160
0.618 127-003
0.500 126-275
0.382 126-227
LOW 126-070
0.618 125-137
1.000 124-300
1.618 124-047
2.618 122-277
4.250 120-248
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 126-275 127-100
PP 126-223 127-000
S1 126-172 126-220

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

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