ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	130-110	130-020	-0-090	-0.2%	129-190
High	130-160	130-020	-0-140	-0.3%	129-210
Low	130-050	129-150	-0-220	-0.5%	128-150
Close	130-100	129-140	-0-280	-0.7%	129-130
Range	0-110	0-190	0-080	72.7%	1-060
ATR	0-161	0-169	0-008	4.8%	0-000
Volume	44	20	-24	-54.5%	8,555

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-140	131-010	129-244
R3	130-270	130-140	129-192
R2	130-080	130-080	129-175
R1	129-270	129-270	129-157	129-240
PP	129-210	129-210	129-210	129-195
S1	129-080	129-080	129-123	129-050
S2	129-020	129-020	129-105
S3	128-150	128-210	129-088
S4	127-280	128-020	129-036

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	128-260	1-220	1.3%	0-118	0.3%	37%	False	False	32
10	131-050	128-150	2-220	2.1%	0-143	0.3%	36%	False	False	875
20	131-050	128-150	2-220	2.1%	0-076	0.2%	36%	False	False	439

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132-188
2.618	131-197
1.618	131-007
1.000	130-210
0.618	130-137
HIGH	130-020
0.618	129-267
0.500	129-245
0.382	129-223
LOW	129-150
0.618	129-033
1.000	128-280
1.618	128-163
2.618	127-293
4.250	126-302

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	129-245	129-315
PP	129-210	129-257
S1	129-175	129-198

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols