ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 128-255 129-110 0-175 0.4% 125-145
High 131-010 130-165 -0-165 -0.4% 128-235
Low 127-265 128-305 1-040 0.9% 125-095
Close 129-265 130-020 0-075 0.2% 127-015
Range 3-065 1-180 -1-205 -51.2% 3-140
ATR 1-061 1-070 0-008 2.2% 0-000
Volume 2,121,220 2,051,358 -69,862 -3.3% 8,686,467
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 134-170 133-275 130-295
R3 132-310 132-095 130-158
R2 131-130 131-130 130-112
R1 130-235 130-235 130-066 131-022
PP 129-270 129-270 129-270 130-004
S1 129-055 129-055 129-294 129-162
S2 128-090 128-090 129-248
S3 126-230 127-195 129-202
S4 125-050 126-015 129-065
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% 2-022 1.6% 78% False False 2,014,051
10 131-010 124-065 6-265 5.2% 1-168 1.2% 86% False False 1,723,257
20 131-010 123-220 7-110 5.6% 1-030 0.8% 87% False False 1,424,490
40 131-010 121-225 9-105 7.2% 0-318 0.8% 90% False False 1,402,741
60 131-010 120-180 10-150 8.0% 0-282 0.7% 91% False False 1,212,156
80 131-010 118-020 12-310 10.0% 0-250 0.6% 93% False False 910,509
100 131-010 116-020 14-310 11.5% 0-222 0.5% 94% False False 728,467
120 131-010 116-020 14-310 11.5% 0-190 0.5% 94% False False 607,056
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-093
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 137-050
2.618 134-194
1.618 133-014
1.000 132-025
0.618 131-154
HIGH 130-165
0.618 129-294
0.500 129-235
0.382 129-176
LOW 128-305
0.618 127-316
1.000 127-125
1.618 126-136
2.618 124-276
4.250 122-100
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 129-305 129-227
PP 129-270 129-113
S1 129-235 129-000

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

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