ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 130-070 129-250 -0-140 -0.3% 130-280
High 130-085 130-190 0-105 0.3% 130-315
Low 129-130 129-245 0-115 0.3% 129-095
Close 129-230 130-125 0-215 0.5% 130-090
Range 0-275 0-265 -0-010 -3.6% 1-220
ATR 1-014 1-010 -0-004 -1.2% 0-000
Volume 1,280,271 1,189,876 -90,395 -7.1% 6,974,232
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 132-235 132-125 130-271
R3 131-290 131-180 130-198
R2 131-025 131-025 130-174
R1 130-235 130-235 130-149 130-290
PP 130-080 130-080 130-080 130-108
S1 129-290 129-290 130-101 130-025
S2 129-135 129-135 130-076
S3 128-190 129-025 130-052
S4 127-245 128-080 129-299
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
5 130-260 129-095 1-165 1.2% 0-308 0.7% 72% False False 1,496,253
10 131-205 129-095 2-110 1.8% 0-296 0.7% 47% False False 1,315,675
20 131-205 126-205 5-000 3.8% 1-064 0.9% 75% False False 1,487,556
40 131-205 122-065 9-140 7.2% 1-006 0.8% 87% False False 1,378,441
60 131-205 121-225 9-300 7.6% 0-305 0.7% 87% False False 1,361,501
80 131-205 120-090 11-115 8.7% 0-278 0.7% 89% False False 1,134,435
100 131-205 116-020 15-185 11.9% 0-253 0.6% 92% False False 907,888
120 131-205 116-020 15-185 11.9% 0-221 0.5% 92% False False 756,583
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-053
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-036
2.618 132-244
1.618 131-299
1.000 131-135
0.618 131-034
HIGH 130-190
0.618 130-089
0.500 130-058
0.382 130-026
LOW 129-245
0.618 129-081
1.000 128-300
1.618 128-136
2.618 127-191
4.250 126-079
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 130-102 130-095
PP 130-080 130-065
S1 130-058 130-035

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

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