ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 129-160 130-020 0-180 0.4% 129-190
High 129-200 130-160 0-280 0.7% 129-210
Low 129-160 129-300 0-140 0.3% 128-150
Close 129-130 130-110 0-300 0.7% 129-130
Range 0-040 0-180 0-140 350.0% 1-060
ATR 0-151 0-165 0-014 9.4% 0-000
Volume 53 16 -37 -69.8% 8,555
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 131-303 131-227 130-209
R3 131-123 131-047 130-160
R2 130-263 130-263 130-143
R1 130-187 130-187 130-126 130-225
PP 130-083 130-083 130-083 130-102
S1 130-007 130-007 130-094 130-045
S2 129-223 129-223 130-077
S3 129-043 129-147 130-060
S4 128-183 128-287 130-011
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-237 132-083 130-019
R3 131-177 131-023 129-234
R2 130-117 130-117 129-200
R1 129-283 129-283 129-165 129-170
PP 129-057 129-057 129-057 129-000
S1 128-223 128-223 129-095 128-110
S2 127-317 127-317 129-060
S3 126-257 127-163 129-026
S4 125-197 126-103 128-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-160 128-150 2-010 1.6% 0-152 0.4% 92% True False 1,703
10 131-050 128-150 2-220 2.1% 0-113 0.3% 70% False False 870
20 131-050 128-150 2-220 2.1% 0-061 0.1% 70% False False 436
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 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-285
2.618 131-311
1.618 131-131
1.000 131-020
0.618 130-271
HIGH 130-160
0.618 130-091
0.500 130-070
0.382 130-049
LOW 129-300
0.618 129-189
1.000 129-120
1.618 129-009
2.618 128-149
4.250 127-175
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 130-097 130-037
PP 130-083 129-283
S1 130-070 129-210

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

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