ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	130-270	131-205	0-255	0.6%	129-290
High	131-275	131-300	0-025	0.1%	131-300
Low	130-255	130-240	-0-015	0.0%	129-270
Close	131-240	130-310	-0-250	-0.6%	130-310
Range	1-020	1-060	0-040	11.8%	2-030
ATR	0-282	0-289	0-007	2.5%	0-000
Volume	1,210,944	1,291,793	80,849	6.7%	5,284,017

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-250	134-020	131-199
R3	133-190	132-280	131-094
R2	132-130	132-130	131-060
R1	131-220	131-220	131-025	131-145
PP	131-070	131-070	131-070	131-032
S1	130-160	130-160	130-275	130-085
S2	130-010	130-010	130-240
S3	128-270	129-100	130-206
S4	127-210	128-040	130-101

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-063	136-057	132-038
R3	135-033	134-027	131-174
R2	133-003	133-003	131-113
R1	131-317	131-317	131-051	132-160
PP	130-293	130-293	130-293	131-055
S1	129-287	129-287	130-249	130-130
S2	128-263	128-263	130-187
S3	126-233	127-257	130-126
S4	124-203	125-227	129-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-300	129-270	2-030	1.6%	0-284	0.7%	54%	True	False	1,056,803
10	131-300	129-020	2-280	2.2%	0-264	0.6%	66%	True	False	1,073,294
20	131-300	128-150	3-150	2.6%	0-272	0.6%	72%	True	False	1,055,105
40	131-300	123-070	8-230	6.7%	1-007	0.8%	89%	True	False	542,768
60	131-300	120-120	11-180	8.8%	0-284	0.7%	92%	True	False	362,195
80	131-300	120-120	11-180	8.8%	0-229	0.5%	92%	True	False	271,773
100	131-300	119-030	12-270	9.8%	0-186	0.4%	92%	True	False	217,419
120	131-300	115-280	16-020	12.3%	0-155	0.4%	94%	True	False	181,183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	136-315
2.618	135-015
1.618	133-275
1.000	133-040
0.618	132-215
HIGH	131-300
0.618	131-155
0.500	131-110
0.382	131-065
LOW	130-240
0.618	130-005
1.000	129-180
1.618	128-265
2.618	127-205
4.250	125-225

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	131-110	131-015
PP	131-070	131-007
S1	131-030	130-318

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