ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 130-095 130-245 0-150 0.4% 129-230
High 131-205 131-065 -0-140 -0.3% 131-205
Low 130-075 130-105 0-030 0.1% 129-110
Close 130-250 130-255 0-005 0.0% 130-255
Range 1-130 0-280 -0-170 -37.8% 2-095
ATR 1-042 1-036 -0-006 -1.6% 0-000
Volume 1,570,161 1,204,227 -365,934 -23.3% 5,592,401
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 133-128 132-312 131-089
R3 132-168 132-032 131-012
R2 131-208 131-208 130-306
R1 131-072 131-072 130-281 131-140
PP 130-248 130-248 130-248 130-282
S1 130-112 130-112 130-229 130-180
S2 129-288 129-288 130-204
S3 129-008 129-152 130-178
S4 128-048 128-192 130-101
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 137-155 136-140 132-019
R3 135-060 134-045 131-137
R2 132-285 132-285 131-070
R1 131-270 131-270 131-002 132-118
PP 130-190 130-190 130-190 130-274
S1 129-175 129-175 130-188 130-022
S2 128-095 128-095 130-120
S3 126-000 127-080 130-053
S4 123-225 124-305 129-171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-205 129-110 2-095 1.8% 0-285 0.7% 63% False False 1,118,480
10 131-205 126-310 4-215 3.6% 1-106 1.0% 82% False False 1,445,192
20 131-205 123-250 7-275 6.0% 1-068 0.9% 89% False False 1,455,092
40 131-205 121-225 9-300 7.6% 1-009 0.8% 92% False False 1,376,721
60 131-205 121-170 10-035 7.7% 0-298 0.7% 92% False False 1,339,375
80 131-205 119-050 12-155 9.5% 0-265 0.6% 93% False False 1,016,650
100 131-205 116-020 15-185 11.9% 0-240 0.6% 95% False False 813,455
120 131-205 116-020 15-185 11.9% 0-207 0.5% 95% False False 677,881
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-090
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-295
2.618 133-158
1.618 132-198
1.000 132-025
0.618 131-238
HIGH 131-065
0.618 130-278
0.500 130-245
0.382 130-212
LOW 130-105
0.618 129-252
1.000 129-145
1.618 128-292
2.618 128-012
4.250 126-195
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 130-252 130-246
PP 130-248 130-237
S1 130-245 130-228

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

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