ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 127-070 128-170 1-100 1.0% 127-280
High 128-180 129-240 1-060 0.9% 128-130
Low 127-070 128-150 1-080 1.0% 126-070
Close 128-070 129-150 1-080 1.0% 127-070
Range 1-110 1-090 -0-020 -4.7% 2-060
ATR 0-224 0-243 0-019 8.5% 0-000
Volume 6,602 2,965 -3,637 -55.1% 6,935
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-023 132-177 130-056
R3 131-253 131-087 129-263
R2 130-163 130-163 129-225
R1 129-317 129-317 129-188 130-080
PP 129-073 129-073 129-073 129-115
S1 128-227 128-227 129-112 128-310
S2 127-303 127-303 129-075
S3 126-213 127-137 129-037
S4 125-123 126-047 128-244
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
5 129-240 126-070 3-170 2.7% 1-020 0.8% 92% True False 3,076
10 129-240 126-070 3-170 2.7% 0-229 0.6% 92% True False 1,968
20 130-020 126-070 3-270 3.0% 0-200 0.5% 85% False False 1,352
40 131-050 126-070 4-300 3.8% 0-134 0.3% 66% False False 895
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-062
2.618 133-033
1.618 131-263
1.000 131-010
0.618 130-173
HIGH 129-240
0.618 129-083
0.500 129-035
0.382 128-307
LOW 128-150
0.618 127-217
1.000 127-060
1.618 126-127
2.618 125-037
4.250 123-008
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 129-112 129-000
PP 129-073 128-170
S1 129-035 128-020

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

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