ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 128-195 128-230 0-035 0.1% 128-000
High 128-265 128-280 0-015 0.0% 129-095
Low 128-070 128-090 0-020 0.0% 127-210
Close 128-210 128-110 -0-100 -0.2% 128-210
Range 0-195 0-190 -0-005 -2.6% 1-205
ATR 0-287 0-280 -0-007 -2.4% 0-000
Volume 804,543 731,316 -73,227 -9.1% 5,307,971
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 130-090 129-290 128-214
R3 129-220 129-100 128-162
R2 129-030 129-030 128-145
R1 128-230 128-230 128-127 128-195
PP 128-160 128-160 128-160 128-142
S1 128-040 128-040 128-093 128-005
S2 127-290 127-290 128-075
S3 127-100 127-170 128-058
S4 126-230 126-300 128-006
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 133-147 132-223 129-179
R3 131-262 131-018 129-034
R2 130-057 130-057 128-306
R1 129-133 129-133 128-258 129-255
PP 128-172 128-172 128-172 128-232
S1 127-248 127-248 128-162 128-050
S2 126-287 126-287 128-114
S3 125-082 126-043 128-066
S4 123-197 124-158 127-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-095 128-070 1-025 0.8% 0-235 0.6% 12% False False 1,038,011
10 129-095 127-165 1-250 1.4% 0-258 0.6% 46% False False 1,040,651
20 131-125 127-165 3-280 3.0% 0-279 0.7% 21% False False 1,049,781
40 131-300 127-165 4-135 3.4% 0-274 0.7% 19% False False 1,063,288
60 131-300 124-000 7-300 6.2% 0-308 0.8% 55% False False 728,306
80 131-300 120-120 11-180 9.0% 0-282 0.7% 69% False False 546,513
100 131-300 120-120 11-180 9.0% 0-242 0.6% 69% False False 437,312
120 131-300 119-030 12-270 10.0% 0-204 0.5% 72% False False 364,427
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 131-128
2.618 130-137
1.618 129-267
1.000 129-150
0.618 129-077
HIGH 128-280
0.618 128-207
0.500 128-185
0.382 128-163
LOW 128-090
0.618 127-293
1.000 127-220
1.618 127-103
2.618 126-233
4.250 125-242
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 128-185 128-228
PP 128-160 128-188
S1 128-135 128-149

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

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