ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 128-185 127-085 -1-100 -1.0% 128-230
High 128-235 128-070 -0-165 -0.4% 129-095
Low 127-060 127-070 0-010 0.0% 127-060
Close 127-100 128-030 0-250 0.6% 128-030
Range 1-175 1-000 -0-175 -35.4% 2-035
ATR 0-302 0-303 0-001 0.4% 0-000
Volume 1,619,199 1,045,797 -573,402 -35.4% 5,927,481
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 130-270 130-150 128-206
R3 129-270 129-150 128-118
R2 128-270 128-270 128-089
R1 128-150 128-150 128-059 128-210
PP 127-270 127-270 127-270 127-300
S1 127-150 127-150 128-001 127-210
S2 126-270 126-270 127-291
S3 125-270 126-150 127-262
S4 124-270 125-150 127-174
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 134-167 133-133 129-081
R3 132-132 131-098 128-216
R2 130-097 130-097 128-154
R1 129-063 129-063 128-092 128-222
PP 128-062 128-062 128-062 127-301
S1 127-028 127-028 127-288 126-188
S2 126-027 126-027 127-226
S3 123-312 124-313 127-164
S4 121-277 122-278 126-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-095 127-060 2-035 1.6% 1-014 0.8% 43% False False 1,185,496
10 129-095 127-060 2-035 1.6% 0-300 0.7% 43% False False 1,123,545
20 131-125 127-060 4-065 3.3% 0-301 0.7% 22% False False 1,087,999
40 131-300 127-060 4-240 3.7% 0-281 0.7% 19% False False 1,085,657
60 131-300 125-210 6-090 4.9% 0-309 0.8% 39% False False 814,672
80 131-300 120-300 11-000 8.6% 0-292 0.7% 65% False False 611,393
100 131-300 120-120 11-180 9.0% 0-257 0.6% 67% False False 489,274
120 131-300 119-230 12-070 9.5% 0-216 0.5% 69% False False 407,729
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-071
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-150
2.618 130-268
1.618 129-268
1.000 129-070
0.618 128-268
HIGH 128-070
0.618 127-268
0.500 127-230
0.382 127-192
LOW 127-070
0.618 126-192
1.000 126-070
1.618 125-192
2.618 124-192
4.250 122-310
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 127-310 128-070
PP 127-270 128-057
S1 127-230 128-043

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

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