ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 129-110 130-080 0-290 0.7% 125-145
High 130-165 130-115 -0-050 -0.1% 128-235
Low 128-305 129-000 0-015 0.0% 125-095
Close 130-020 129-070 -0-270 -0.6% 127-015
Range 1-180 1-115 -0-065 -13.0% 3-140
ATR 1-070 1-073 0-003 0.8% 0-000
Volume 2,051,358 1,765,684 -285,674 -13.9% 8,686,467
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 133-193 132-247 129-309
R3 132-078 131-132 129-190
R2 130-283 130-283 129-150
R1 130-017 130-017 129-110 129-252
PP 129-168 129-168 129-168 129-126
S1 128-222 128-222 129-030 128-138
S2 128-053 128-053 128-310
S3 126-258 127-107 128-270
S4 125-143 125-312 128-151
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
5 131-010 126-245 4-085 3.3% 1-317 1.5% 58% False False 1,965,753
10 131-010 124-120 6-210 5.2% 1-196 1.2% 73% False False 1,785,651
20 131-010 123-220 7-110 5.7% 1-042 0.9% 75% False False 1,446,299
40 131-010 121-225 9-105 7.2% 0-319 0.8% 81% False False 1,399,490
60 131-010 120-180 10-150 8.1% 0-286 0.7% 83% False False 1,241,298
80 131-010 118-090 12-240 9.9% 0-253 0.6% 86% False False 932,575
100 131-010 116-020 14-310 11.6% 0-226 0.5% 88% False False 746,123
120 131-010 116-020 14-310 11.6% 0-194 0.5% 88% False False 621,770
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 0-095
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136-044
2.618 133-294
1.618 132-179
1.000 131-230
0.618 131-064
HIGH 130-115
0.618 129-269
0.500 129-218
0.382 129-166
LOW 129-000
0.618 128-051
1.000 127-205
1.618 126-256
2.618 125-141
4.250 123-071
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 129-218 129-138
PP 129-168 129-115
S1 129-119 129-092

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

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