ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 127-065 128-255 1-190 1.3% 125-145
High 128-265 131-010 2-065 1.7% 128-235
Low 126-310 127-265 0-275 0.7% 125-095
Close 128-185 129-265 1-080 1.0% 127-015
Range 1-275 3-065 1-110 72.3% 3-140
ATR 1-012 1-061 0-050 14.9% 0-000
Volume 1,780,416 2,121,220 340,804 19.1% 8,686,467
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 139-055 137-225 131-189
R3 135-310 134-160 130-227
R2 132-245 132-245 130-133
R1 131-095 131-095 130-039 132-010
PP 129-180 129-180 129-180 129-298
S1 128-030 128-030 129-171 128-265
S2 126-115 126-115 129-077
S3 123-050 124-285 128-303
S4 119-305 121-220 128-021
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 137-108 135-202 128-300
R3 133-288 132-062 127-318
R2 130-148 130-148 127-217
R1 128-242 128-242 127-116 129-195
PP 127-008 127-008 127-008 127-145
S1 125-102 125-102 126-234 126-055
S2 123-188 123-188 126-133
S3 120-048 121-282 126-032
S4 116-228 118-142 125-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-010 126-205 4-125 3.4% 1-281 1.4% 73% True False 1,951,292
10 131-010 124-010 7-000 5.4% 1-139 1.1% 83% True False 1,634,134
20 131-010 123-220 7-110 5.7% 1-017 0.8% 84% True False 1,393,081
40 131-010 121-225 9-105 7.2% 0-314 0.8% 87% True False 1,388,325
60 131-010 120-180 10-150 8.1% 0-276 0.7% 89% True False 1,178,441
80 131-010 118-000 13-010 10.0% 0-245 0.6% 91% True False 884,871
100 131-010 116-020 14-310 11.5% 0-217 0.5% 92% True False 707,953
120 131-010 116-020 14-310 11.5% 0-186 0.4% 92% True False 589,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-086
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 144-206
2.618 139-133
1.618 136-068
1.000 134-075
0.618 133-003
HIGH 131-010
0.618 129-258
0.500 129-138
0.382 129-017
LOW 127-265
0.618 125-272
1.000 124-200
1.618 122-207
2.618 119-142
4.250 114-069
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 129-222 129-166
PP 129-180 129-067
S1 129-138 128-288

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

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