ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 130-180 130-090 -0-090 -0.2% 129-230
High 130-275 130-175 -0-100 -0.2% 131-205
Low 130-025 129-095 -0-250 -0.6% 129-110
Close 130-105 129-185 -0-240 -0.6% 130-255
Range 0-250 1-080 0-150 60.0% 2-095
ATR 1-020 1-024 0-004 1.3% 0-000
Volume 1,085,826 1,358,837 273,011 25.1% 5,592,401
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 133-178 132-262 130-085
R3 132-098 131-182 129-295
R2 131-018 131-018 129-258
R1 130-102 130-102 129-222 130-020
PP 129-258 129-258 129-258 129-218
S1 129-022 129-022 129-148 128-260
S2 128-178 128-178 129-112
S3 127-098 127-262 129-075
S4 126-018 126-182 128-285
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
5 131-205 129-095 2-110 1.8% 1-003 0.8% 12% False True 1,219,267
10 131-205 129-000 2-205 2.0% 0-303 0.7% 22% False False 1,182,088
20 131-205 124-065 7-140 5.7% 1-076 1.0% 72% False False 1,452,673
40 131-205 121-225 9-300 7.7% 1-008 0.8% 79% False False 1,369,275
60 131-205 121-225 9-300 7.7% 0-303 0.7% 79% False False 1,351,642
80 131-205 119-270 11-255 9.1% 0-272 0.7% 83% False False 1,058,088
100 131-205 116-020 15-185 12.0% 0-246 0.6% 87% False False 846,674
120 131-205 116-020 15-185 12.0% 0-212 0.5% 87% False False 705,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-060
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-275
2.618 133-262
1.618 132-182
1.000 131-255
0.618 131-102
HIGH 130-175
0.618 130-022
0.500 129-295
0.382 129-248
LOW 129-095
0.618 128-168
1.000 128-015
1.618 127-088
2.618 126-008
4.250 123-315
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 129-295 130-045
PP 129-258 129-305
S1 129-222 129-245

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

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