ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 129-120 129-280 0-160 0.4% 130-280
High 130-045 130-260 0-215 0.5% 130-315
Low 129-095 129-250 0-155 0.4% 129-095
Close 129-315 130-090 0-095 0.2% 130-090
Range 0-270 1-010 0-060 22.2% 1-220
ATR 1-019 1-018 -0-001 -0.2% 0-000
Volume 1,801,139 1,851,142 50,003 2.8% 6,974,232
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 133-123 132-277 130-272
R3 132-113 131-267 130-181
R2 131-103 131-103 130-150
R1 130-257 130-257 130-120 131-020
PP 130-093 130-093 130-093 130-135
S1 129-247 129-247 130-060 130-010
S2 129-083 129-083 130-030
S3 128-073 128-237 129-319
S4 127-063 127-227 129-228
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 135-080 134-145 131-067
R3 133-180 132-245 130-238
R2 131-280 131-280 130-189
R1 131-025 131-025 130-140 130-202
PP 130-060 130-060 130-060 129-309
S1 129-125 129-125 130-040 128-302
S2 128-160 128-160 129-311
S3 126-260 127-225 129-262
S4 125-040 126-005 129-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-315 129-095 1-220 1.3% 0-297 0.7% 58% False False 1,394,846
10 131-205 129-095 2-110 1.8% 0-291 0.7% 42% False False 1,256,663
20 131-205 125-095 6-110 4.9% 1-072 0.9% 79% False False 1,505,631
40 131-205 121-225 9-300 7.6% 1-006 0.8% 86% False False 1,375,963
60 131-205 121-225 9-300 7.6% 0-303 0.7% 86% False False 1,361,754
80 131-205 120-040 11-165 8.8% 0-277 0.7% 88% False False 1,103,683
100 131-205 116-020 15-185 12.0% 0-250 0.6% 91% False False 883,196
120 131-205 116-020 15-185 12.0% 0-216 0.5% 91% False False 735,999
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 0-060
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-062
2.618 133-164
1.618 132-154
1.000 131-270
0.618 131-144
HIGH 130-260
0.618 130-134
0.500 130-095
0.382 130-056
LOW 129-250
0.618 129-046
1.000 128-240
1.618 128-036
2.618 127-026
4.250 125-128
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 130-095 130-066
PP 130-093 130-042
S1 130-092 130-018

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

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