ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	129-290	130-175	0-205	0.5%	131-005
High	130-215	130-235	0-020	0.0%	131-040
Low	129-270	130-055	0-105	0.3%	129-020
Close	130-175	130-150	-0-025	-0.1%	129-180
Range	0-265	0-180	-0-085	-32.1%	2-020
ATR	0-285	0-278	-0-008	-2.6%	0-000
Volume	859,930	833,006	-26,924	-3.1%	5,448,923

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-047	131-278	130-249
R3	131-187	131-098	130-200
R2	131-007	131-007	130-183
R1	130-238	130-238	130-166	130-192
PP	130-147	130-147	130-147	130-124
S1	130-058	130-058	130-134	130-012
S2	129-287	129-287	130-117
S3	129-107	129-198	130-100
S4	128-247	129-018	130-051

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%	0-242	0.6%	84%	True	False	1,042,245
10	131-040	129-020	2-020	1.6%	0-232	0.6%	68%	False	False	1,015,274
20	131-040	128-120	2-240	2.1%	0-269	0.6%	76%	False	False	896,900
40	131-040	122-170	8-190	6.6%	0-315	0.8%	92%	False	False	453,082
60	131-040	120-120	10-240	8.2%	0-276	0.7%	94%	False	False	302,346
80	131-040	120-120	10-240	8.2%	0-220	0.5%	94%	False	False	226,885
100	131-040	118-220	12-140	9.5%	0-176	0.4%	95%	False	False	181,508
120	131-040	115-280	15-080	11.7%	0-147	0.4%	96%	False	False	151,257

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-046
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	133-040
2.618	132-066
1.618	131-206
1.000	131-095
0.618	131-026
HIGH	130-235
0.618	130-166
0.500	130-145
0.382	130-124
LOW	130-055
0.618	129-264
1.000	129-195
1.618	129-084
2.618	128-224
4.250	127-250

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	130-148	130-096
PP	130-147	130-042
S1	130-145	129-308

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