ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 129-280 129-285 0-005 0.0% 129-290
High 130-030 130-005 -0-025 -0.1% 131-300
Low 129-065 129-135 0-070 0.2% 129-270
Close 129-215 129-315 0-100 0.2% 130-310
Range 0-285 0-190 -0-095 -33.3% 2-030
ATR 0-288 0-281 -0-007 -2.4% 0-000
Volume 1,258,973 1,115,480 -143,493 -11.4% 5,284,017
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 131-188 131-122 130-100
R3 130-318 130-252 130-047
R2 130-128 130-128 130-030
R1 130-062 130-062 130-012 130-095
PP 129-258 129-258 129-258 129-275
S1 129-192 129-192 129-298 129-225
S2 129-068 129-068 129-280
S3 128-198 129-002 129-263
S4 128-008 128-132 129-210
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
5 131-300 129-065 2-235 2.1% 0-285 0.7% 29% False False 1,129,445
10 131-300 129-060 2-240 2.1% 0-266 0.6% 29% False False 1,048,249
20 131-300 128-185 3-115 2.6% 0-266 0.6% 42% False False 1,100,298
40 131-300 125-170 6-130 4.9% 1-000 0.8% 70% False False 651,395
60 131-300 120-250 11-050 8.6% 0-287 0.7% 82% False False 434,694
80 131-300 120-120 11-180 8.9% 0-242 0.6% 83% False False 326,216
100 131-300 119-190 12-110 9.5% 0-197 0.5% 84% False False 260,973
120 131-300 115-300 16-000 12.3% 0-164 0.4% 88% False False 217,478
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132-172
2.618 131-182
1.618 130-312
1.000 130-195
0.618 130-122
HIGH 130-005
0.618 129-252
0.500 129-230
0.382 129-208
LOW 129-135
0.618 129-018
1.000 128-265
1.618 128-148
2.618 127-278
4.250 126-288
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 129-287 129-301
PP 129-258 129-287
S1 129-230 129-272

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

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