ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 129-200 130-050 0-170 0.4% 130-200
High 130-145 131-075 0-250 0.6% 131-035
Low 129-200 130-050 0-170 0.4% 129-065
Close 130-030 130-315 0-285 0.7% 130-030
Range 0-265 1-025 0-080 30.2% 1-290
ATR 0-280 0-286 0-006 2.2% 0-000
Volume 1,070,130 1,093,067 22,937 2.1% 5,425,565
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 134-008 133-187 131-185
R3 132-303 132-162 131-090
R2 131-278 131-278 131-058
R1 131-137 131-137 131-027 131-208
PP 130-253 130-253 130-253 130-289
S1 130-112 130-112 130-283 130-182
S2 129-228 129-228 130-252
S3 128-203 129-087 130-220
S4 127-178 128-062 130-125
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-273 134-282 131-046
R3 133-303 132-312 130-198
R2 132-013 132-013 130-142
R1 131-022 131-022 130-086 130-192
PP 130-043 130-043 130-043 129-289
S1 129-052 129-052 129-294 128-222
S2 128-073 128-073 129-238
S3 126-103 127-082 129-182
S4 124-133 125-112 129-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-075 129-065 2-010 1.6% 0-278 0.7% 88% True False 1,104,972
10 131-300 129-065 2-235 2.1% 0-281 0.7% 65% False False 1,094,271
20 131-300 129-020 2-280 2.2% 0-260 0.6% 67% False False 1,073,465
40 131-300 125-270 6-030 4.7% 0-309 0.7% 84% False False 705,130
60 131-300 122-050 9-250 7.5% 0-287 0.7% 90% False False 470,690
80 131-300 120-120 11-180 8.8% 0-250 0.6% 92% False False 353,256
100 131-300 119-230 12-070 9.3% 0-203 0.5% 92% False False 282,605
120 131-300 116-220 15-080 11.6% 0-169 0.4% 94% False False 235,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-261
2.618 134-018
1.618 132-313
1.000 132-100
0.618 131-288
HIGH 131-075
0.618 130-263
0.500 130-222
0.382 130-182
LOW 130-050
0.618 129-157
1.000 129-025
1.618 128-132
2.618 127-107
4.250 125-184
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 130-284 130-245
PP 130-253 130-175
S1 130-222 130-105

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

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