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

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