ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 129-190 129-200 0-010 0.0% 129-110
High 129-190 129-210 0-020 0.0% 131-050
Low 129-170 129-000 -0-170 -0.4% 129-110
Close 129-200 128-260 -0-260 -0.6% 130-100
Range 0-020 0-210 0-190 950.0% 1-260
ATR 0-148 0-152 0-004 3.0% 0-000
Volume 52 35 -17 -32.7% 131
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 131-040 130-200 129-056
R3 130-150 129-310 128-318
R2 129-260 129-260 128-298
R1 129-100 129-100 128-279 129-075
PP 129-050 129-050 129-050 129-038
S1 128-210 128-210 128-241 128-185
S2 128-160 128-160 128-222
S3 127-270 128-000 128-202
S4 127-060 127-110 128-144
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-227 134-263 131-099
R3 133-287 133-003 130-260
R2 132-027 132-027 130-206
R1 131-063 131-063 130-153 131-205
PP 130-087 130-087 130-087 130-158
S1 129-123 129-123 130-047 129-265
S2 128-147 128-147 129-314
S3 126-207 127-183 129-260
S4 124-267 125-243 129-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-050 129-000 2-050 1.7% 0-116 0.3% -9% False True 42
10 131-050 128-200 2-170 2.0% 0-067 0.2% 7% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-142
2.618 131-120
1.618 130-230
1.000 130-100
0.618 130-020
HIGH 129-210
0.618 129-130
0.500 129-105
0.382 129-080
LOW 129-000
0.618 128-190
1.000 128-110
1.618 127-300
2.618 127-090
4.250 126-068
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 129-105 130-025
PP 129-050 129-210
S1 128-315 129-075

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

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