ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 130-280 130-180 -0-100 -0.2% 129-230
High 130-315 130-275 -0-040 -0.1% 131-205
Low 130-080 130-025 -0-055 -0.1% 129-110
Close 130-190 130-105 -0-085 -0.2% 130-255
Range 0-235 0-250 0-015 6.4% 2-095
ATR 1-027 1-020 -0-007 -2.0% 0-000
Volume 877,288 1,085,826 208,538 23.8% 5,592,401
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 132-245 132-105 130-242
R3 131-315 131-175 130-174
R2 131-065 131-065 130-151
R1 130-245 130-245 130-128 130-190
PP 130-135 130-135 130-135 130-108
S1 129-315 129-315 130-082 129-260
S2 129-205 129-205 130-059
S3 128-275 129-065 130-036
S4 128-025 128-135 129-288
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
5 131-205 129-250 1-275 1.4% 0-284 0.7% 29% False False 1,135,098
10 131-205 128-305 2-220 2.1% 0-313 0.8% 51% False False 1,251,340
20 131-205 124-010 7-195 5.8% 1-066 0.9% 83% False False 1,442,737
40 131-205 121-225 9-300 7.6% 1-009 0.8% 87% False False 1,370,119
60 131-205 121-225 9-300 7.6% 0-299 0.7% 87% False False 1,340,985
80 131-205 119-190 12-015 9.2% 0-269 0.6% 89% False False 1,041,129
100 131-205 116-020 15-185 12.0% 0-244 0.6% 92% False False 833,086
120 131-205 116-020 15-185 12.0% 0-208 0.5% 92% False False 694,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-064
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-058
2.618 132-290
1.618 132-040
1.000 131-205
0.618 131-110
HIGH 130-275
0.618 130-180
0.500 130-150
0.382 130-120
LOW 130-025
0.618 129-190
1.000 129-095
1.618 128-260
2.618 128-010
4.250 126-242
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 130-150 130-205
PP 130-135 130-172
S1 130-120 130-138

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

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