ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 127-160 126-140 -1-020 -0.8% 127-280
High 127-160 127-070 -0-090 -0.2% 128-130
Low 126-070 126-120 0-050 0.1% 126-070
Close 126-120 127-070 0-270 0.7% 127-070
Range 1-090 0-270 -0-140 -34.1% 2-060
ATR 0-203 0-208 0-005 2.3% 0-000
Volume 1,372 4,073 2,701 196.9% 6,935
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 129-150 129-060 127-218
R3 128-200 128-110 127-144
R2 127-250 127-250 127-120
R1 127-160 127-160 127-095 127-205
PP 126-300 126-300 126-300 127-002
S1 126-210 126-210 127-045 126-255
S2 126-030 126-030 127-020
S3 125-080 125-260 126-316
S4 124-130 124-310 126-242
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 133-270 132-230 128-135
R3 131-210 130-170 127-262
R2 129-150 129-150 127-198
R1 128-110 128-110 127-134 127-260
PP 127-090 127-090 127-090 127-005
S1 126-050 126-050 127-006 125-200
S2 125-030 125-030 126-262
S3 122-290 123-310 126-198
S4 120-230 121-250 126-005
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% 0-212 0.5% 46% False False 1,387
10 128-130 126-070 2-060 1.7% 0-184 0.5% 46% False False 1,083
20 130-160 126-070 4-090 3.4% 0-173 0.4% 23% False False 877
40 131-050 126-070 4-300 3.9% 0-112 0.3% 20% False False 656
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-258
2.618 129-137
1.618 128-187
1.000 128-020
0.618 127-237
HIGH 127-070
0.618 126-287
0.500 126-255
0.382 126-223
LOW 126-120
0.618 125-273
1.000 125-170
1.618 125-003
2.618 124-053
4.250 122-252
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 127-025 127-100
PP 126-300 127-090
S1 126-255 127-080

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

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