ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 127-060 127-180 0-120 0.3% 130-020
High 127-200 127-180 -0-020 0.0% 130-160
Low 127-060 127-010 -0-050 -0.1% 128-000
Close 127-140 127-030 -0-110 -0.3% 128-050
Range 0-140 0-170 0-030 21.4% 2-160
ATR 0-195 0-193 -0-002 -0.9% 0-000
Volume 43 516 473 1,100.0% 724
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 128-263 128-157 127-124
R3 128-093 127-307 127-077
R2 127-243 127-243 127-061
R1 127-137 127-137 127-046 127-105
PP 127-073 127-073 127-073 127-058
S1 126-287 126-287 127-014 126-255
S2 126-223 126-223 126-319
S3 126-053 126-117 126-303
S4 125-203 125-267 126-256
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
5 129-080 127-010 2-070 1.7% 0-148 0.4% 3% False True 517
10 130-160 127-010 3-150 2.7% 0-133 0.3% 2% False True 274
20 131-050 127-010 4-040 3.2% 0-113 0.3% 2% False True 567
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 0-009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-262
2.618 128-305
1.618 128-135
1.000 128-030
0.618 127-285
HIGH 127-180
0.618 127-115
0.500 127-095
0.382 127-075
LOW 127-010
0.618 126-225
1.000 126-160
1.618 126-055
2.618 125-205
4.250 124-248
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 127-095 127-120
PP 127-073 127-090
S1 127-052 127-060

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

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