ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 128-090 128-010 -0-080 -0.2% 130-050
High 128-155 128-265 0-110 0.3% 131-125
Low 127-165 127-300 0-135 0.3% 128-150
Close 127-295 128-140 0-165 0.4% 128-285
Range 0-310 0-285 -0-025 -8.1% 2-295
ATR 0-302 0-301 -0-001 -0.3% 0-000
Volume 1,192,757 1,248,645 55,888 4.7% 5,907,984
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 131-023 130-207 128-297
R3 130-058 129-242 128-218
R2 129-093 129-093 128-192
R1 128-277 128-277 128-166 129-025
PP 128-128 128-128 128-128 128-162
S1 127-312 127-312 128-114 128-060
S2 127-163 127-163 128-088
S3 126-198 127-027 128-062
S4 125-233 126-062 127-303
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 138-112 136-173 130-159
R3 135-137 133-198 129-222
R2 132-162 132-162 129-136
R1 130-223 130-223 129-051 130-045
PP 129-187 129-187 129-187 129-098
S1 127-248 127-248 128-199 127-070
S2 126-212 126-212 128-114
S3 123-237 124-273 128-028
S4 120-262 121-298 127-091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-210 127-165 2-045 1.7% 1-002 0.8% 43% False False 992,924
10 131-125 127-165 3-280 3.0% 0-302 0.7% 24% False False 1,060,084
20 131-300 127-165 4-135 3.4% 0-284 0.7% 21% False False 1,054,166
40 131-300 127-165 4-135 3.4% 0-284 0.7% 21% False False 914,337
60 131-300 122-130 9-170 7.4% 0-302 0.7% 63% False False 611,206
80 131-300 120-120 11-180 9.0% 0-275 0.7% 70% False False 458,719
100 131-300 120-030 11-270 9.2% 0-227 0.6% 70% False False 366,981
120 131-300 117-300 14-000 10.9% 0-189 0.5% 75% False False 305,818
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-196
2.618 131-051
1.618 130-086
1.000 129-230
0.618 129-121
HIGH 128-265
0.618 128-156
0.500 128-122
0.382 128-089
LOW 127-300
0.618 127-124
1.000 127-015
1.618 126-159
2.618 125-194
4.250 124-049
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 128-134 128-112
PP 128-128 128-083
S1 128-122 128-055

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

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