ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 129-280 130-070 0-110 0.3% 130-280
High 130-260 130-085 -0-175 -0.4% 130-315
Low 129-250 129-130 -0-120 -0.3% 129-095
Close 130-090 129-230 -0-180 -0.4% 130-090
Range 1-010 0-275 -0-055 -16.7% 1-220
ATR 1-018 1-014 -0-004 -1.2% 0-000
Volume 1,851,142 1,280,271 -570,871 -30.8% 6,974,232
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 132-120 131-290 130-061
R3 131-165 131-015 129-306
R2 130-210 130-210 129-280
R1 130-060 130-060 129-255 129-318
PP 129-255 129-255 129-255 129-224
S1 129-105 129-105 129-205 129-042
S2 128-300 128-300 129-180
S3 128-025 128-150 129-154
S4 127-070 127-195 129-079
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
5 130-275 129-095 1-180 1.2% 0-305 0.7% 27% False False 1,475,443
10 131-205 129-095 2-110 1.8% 0-298 0.7% 18% False False 1,310,484
20 131-205 126-005 5-200 4.3% 1-068 0.9% 66% False False 1,503,031
40 131-205 121-310 9-215 7.5% 1-006 0.8% 80% False False 1,379,080
60 131-205 121-225 9-300 7.7% 0-303 0.7% 81% False False 1,357,145
80 131-205 120-040 11-165 8.9% 0-278 0.7% 83% False False 1,119,636
100 131-205 116-020 15-185 12.0% 0-251 0.6% 88% False False 895,992
120 131-205 116-020 15-185 12.0% 0-219 0.5% 88% False False 746,668
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-294
2.618 132-165
1.618 131-210
1.000 131-040
0.618 130-255
HIGH 130-085
0.618 129-300
0.500 129-268
0.382 129-235
LOW 129-130
0.618 128-280
1.000 128-175
1.618 128-005
2.618 127-050
4.250 125-241
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 129-268 130-018
PP 129-255 129-302
S1 129-242 129-266

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

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