ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 129-125 130-010 0-205 0.5% 127-065
High 130-080 130-135 0-055 0.1% 131-010
Low 129-115 129-250 0-135 0.3% 126-310
Close 130-025 130-115 0-090 0.2% 129-280
Range 0-285 0-205 -0-080 -28.1% 4-020
ATR 1-046 1-035 -0-012 -3.1% 0-000
Volume 1,137,963 937,990 -199,973 -17.6% 8,859,523
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 132-035 131-280 130-228
R3 131-150 131-075 130-171
R2 130-265 130-265 130-153
R1 130-190 130-190 130-134 130-228
PP 130-060 130-060 130-060 130-079
S1 129-305 129-305 130-096 130-022
S2 129-175 129-175 130-077
S3 128-290 129-100 130-059
S4 128-085 128-215 130-002
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
5 130-135 129-000 1-135 1.1% 0-283 0.7% 96% True False 1,144,908
10 131-010 126-205 4-125 3.4% 1-152 1.1% 85% False False 1,579,480
20 131-010 123-220 7-110 5.6% 1-055 0.9% 91% False False 1,438,978
40 131-010 121-225 9-105 7.2% 1-002 0.8% 93% False False 1,375,636
60 131-010 121-120 9-210 7.4% 0-290 0.7% 93% False False 1,303,827
80 131-010 118-240 12-090 9.4% 0-260 0.6% 95% False False 982,001
100 131-010 116-020 14-310 11.5% 0-233 0.6% 96% False False 785,712
120 131-010 116-020 14-310 11.5% 0-201 0.5% 96% False False 654,761
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-093
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-046
2.618 132-032
1.618 131-147
1.000 131-020
0.618 130-262
HIGH 130-135
0.618 130-057
0.500 130-032
0.382 130-008
LOW 129-250
0.618 129-123
1.000 129-045
1.618 128-238
2.618 128-033
4.250 127-019
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 130-088 130-064
PP 130-060 130-013
S1 130-032 129-282

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

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