ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	129-165	129-290	0-125	0.3%	131-005
High	129-255	130-215	0-280	0.7%	131-040
Low	129-060	129-270	0-210	0.5%	129-020
Close	129-180	130-175	0-315	0.8%	129-180
Range	0-195	0-265	0-070	35.9%	2-020
ATR	0-280	0-285	0-005	1.9%	0-000
Volume	843,041	859,930	16,889	2.0%	5,448,923

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-268	132-167	131-001
R3	132-003	131-222	130-248
R2	131-058	131-058	130-224
R1	130-277	130-277	130-199	131-008
PP	130-113	130-113	130-113	130-139
S1	130-012	130-012	130-151	130-062
S2	129-168	129-168	130-126
S3	128-223	129-067	130-102
S4	127-278	128-122	130-029

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	136-033	134-287	130-223
R3	134-013	132-267	130-042
R2	131-313	131-313	129-301
R1	130-247	130-247	129-240	130-110
PP	129-293	129-293	129-293	129-225
S1	128-227	128-227	129-120	128-090
S2	127-273	127-273	129-059
S3	125-253	126-207	128-318
S4	123-233	124-187	128-137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-235	129-020	1-215	1.3%	0-250	0.6%	89%	False	False	1,085,539
10	131-040	129-020	2-020	1.6%	0-240	0.6%	72%	False	False	1,052,659
20	131-040	128-120	2-240	2.1%	0-271	0.6%	79%	False	False	857,358
40	131-040	122-170	8-190	6.6%	0-314	0.8%	93%	False	False	432,265
60	131-040	120-120	10-240	8.2%	0-277	0.7%	95%	False	False	288,472
80	131-040	120-120	10-240	8.2%	0-218	0.5%	95%	False	False	216,472
100	131-040	118-070	12-290	9.9%	0-175	0.4%	96%	False	False	173,178
120	131-040	115-280	15-080	11.7%	0-145	0.3%	96%	False	False	144,315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-061
2.618	132-269
1.618	132-004
1.000	131-160
0.618	131-059
HIGH	130-215
0.618	130-114
0.500	130-082
0.382	130-051
LOW	129-270
0.618	129-106
1.000	129-005
1.618	128-161
2.618	127-216
4.250	126-104

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	130-144	130-102
PP	130-113	130-030
S1	130-082	129-278

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols