ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 128-240 129-110 0-190 0.5% 129-220
High 128-240 129-200 0-280 0.7% 129-220
Low 128-240 129-110 0-190 0.5% 128-200
Close 128-230 129-220 0-310 0.8% 128-230
Range 0-000 0-090 0-090 1-020
ATR
Volume 3 2 -1 -33.3% 13
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 130-127 130-103 129-270
R3 130-037 130-013 129-245
R2 129-267 129-267 129-236
R1 129-243 129-243 129-228 129-255
PP 129-177 129-177 129-177 129-182
S1 129-153 129-153 129-212 129-165
S2 129-087 129-087 129-204
S3 128-317 129-063 129-195
S4 128-227 128-293 129-170
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-063 131-167 129-097
R3 131-043 130-147 129-004
R2 130-023 130-023 128-292
R1 129-127 129-127 128-261 129-065
PP 129-003 129-003 129-003 128-292
S1 128-107 128-107 128-199 128-045
S2 127-303 127-303 128-168
S3 126-283 127-087 128-136
S4 125-263 126-067 128-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-200 128-200 1-000 0.8% 0-018 0.0% 106% True False 2
10 130-000 128-200 1-120 1.1% 0-009 0.0% 77% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 130-262
2.618 130-116
1.618 130-026
1.000 129-290
0.618 129-256
HIGH 129-200
0.618 129-166
0.500 129-155
0.382 129-144
LOW 129-110
0.618 129-054
1.000 129-020
1.618 128-284
2.618 128-194
4.250 128-048
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 129-198 129-160
PP 129-177 129-100
S1 129-155 129-040

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

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