ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 130-000 130-230 0-230 0.6% 129-220
High 130-000 130-310 0-310 0.7% 129-220
Low 130-000 130-230 0-230 0.6% 128-200
Close 129-310 131-020 1-030 0.8% 128-230
Range 0-000 0-080 0-080 1-020
ATR 0-115 0-130 0-015 12.7% 0-000
Volume 2 9 7 350.0% 13
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 131-213 131-197 131-064
R3 131-133 131-117 131-042
R2 131-053 131-053 131-035
R1 131-037 131-037 131-027 131-045
PP 130-293 130-293 130-293 130-298
S1 130-277 130-277 131-013 130-285
S2 130-213 130-213 131-005
S3 130-133 130-197 130-318
S4 130-053 130-117 130-296
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
5 130-310 128-240 2-070 1.7% 0-034 0.1% 104% True False 3
10 130-310 128-200 2-110 1.8% 0-017 0.0% 104% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-010
2.618 131-199
1.618 131-119
1.000 131-070
0.618 131-039
HIGH 130-310
0.618 130-279
0.500 130-270
0.382 130-261
LOW 130-230
0.618 130-181
1.000 130-150
1.618 130-101
2.618 130-021
4.250 129-210
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 130-317 130-260
PP 130-293 130-180
S1 130-270 130-100

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

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