ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 127-230 127-060 -0-170 -0.4% 130-020
High 127-230 127-200 -0-030 -0.1% 130-160
Low 127-010 127-060 0-050 0.1% 128-000
Close 126-250 127-140 0-210 0.5% 128-050
Range 0-220 0-140 -0-080 -36.4% 2-160
ATR 0-189 0-195 0-006 3.1% 0-000
Volume 1,382 43 -1,339 -96.9% 724
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 128-233 128-167 127-217
R3 128-093 128-027 127-178
R2 127-273 127-273 127-166
R1 127-207 127-207 127-153 127-240
PP 127-133 127-133 127-133 127-150
S1 127-067 127-067 127-127 127-100
S2 126-313 126-313 127-114
S3 126-173 126-247 127-102
S4 126-033 126-107 127-063
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 136-123 134-247 129-170
R3 133-283 132-087 128-270
R2 131-123 131-123 128-197
R1 129-247 129-247 128-123 129-105
PP 128-283 128-283 128-283 128-212
S1 127-087 127-087 127-297 126-265
S2 126-123 126-123 127-223
S3 123-283 124-247 127-150
S4 121-123 122-087 126-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-020 127-010 3-010 2.4% 0-152 0.4% 13% False False 417
10 130-160 127-010 3-150 2.7% 0-142 0.3% 12% False False 1,061
20 131-050 127-010 4-040 3.2% 0-104 0.3% 10% False False 542
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-155
2.618 128-247
1.618 128-107
1.000 128-020
0.618 127-287
HIGH 127-200
0.618 127-147
0.500 127-130
0.382 127-113
LOW 127-060
0.618 126-293
1.000 126-240
1.618 126-153
2.618 126-013
4.250 125-105
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 127-137 127-215
PP 127-133 127-190
S1 127-130 127-165

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

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