ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 130-080 129-035 -1-045 -0.9% 127-065
High 130-115 129-305 -0-130 -0.3% 131-010
Low 129-000 129-020 0-020 0.0% 126-310
Close 129-070 129-280 0-210 0.5% 129-280
Range 1-115 0-285 -0-150 -34.5% 4-020
ATR 1-073 1-065 -0-008 -2.0% 0-000
Volume 1,765,684 1,140,845 -624,839 -35.4% 8,859,523
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 132-097 131-313 130-117
R3 131-132 131-028 130-038
R2 130-167 130-167 130-012
R1 130-063 130-063 129-306 130-115
PP 129-202 129-202 129-202 129-228
S1 129-098 129-098 129-254 129-150
S2 128-237 128-237 129-228
S3 127-272 128-133 129-202
S4 126-307 127-168 129-123
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 141-153 139-237 132-035
R3 137-133 135-217 130-318
R2 133-113 133-113 130-198
R1 131-197 131-197 130-079 132-155
PP 129-093 129-093 129-093 129-232
S1 127-177 127-177 129-161 128-135
S2 125-073 125-073 129-042
S3 121-053 123-157 128-242
S4 117-033 119-137 127-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-010 126-310 4-020 3.1% 1-248 1.4% 72% False False 1,771,904
10 131-010 125-095 5-235 4.4% 1-174 1.2% 80% False False 1,754,599
20 131-010 123-220 7-110 5.7% 1-046 0.9% 84% False False 1,444,741
40 131-010 121-225 9-105 7.2% 0-318 0.8% 88% False False 1,383,219
60 131-010 120-180 10-150 8.1% 0-287 0.7% 89% False False 1,259,800
80 131-010 118-090 12-240 9.8% 0-255 0.6% 91% False False 946,821
100 131-010 116-020 14-310 11.5% 0-229 0.6% 92% False False 757,532
120 131-010 116-020 14-310 11.5% 0-196 0.5% 92% False False 631,277
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-092
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-236
2.618 132-091
1.618 131-126
1.000 130-270
0.618 130-161
HIGH 129-305
0.618 129-196
0.500 129-162
0.382 129-129
LOW 129-020
0.618 128-164
1.000 128-055
1.618 127-199
2.618 126-234
4.250 125-089
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 129-241 129-265
PP 129-202 129-250
S1 129-162 129-235

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

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