ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 130-115 129-305 -0-130 -0.3% 130-280
High 130-220 130-220 0-000 0.0% 130-315
Low 129-285 129-200 -0-085 -0.2% 129-095
Close 130-010 130-195 0-185 0.4% 130-090
Range 0-255 1-020 0-085 33.3% 1-220
ATR 1-005 1-006 0-001 0.3% 0-000
Volume 407,776 226,383 -181,393 -44.5% 6,974,232
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-158 133-037 131-062
R3 132-138 132-017 130-288
R2 131-118 131-118 130-257
R1 130-317 130-317 130-226 131-058
PP 130-098 130-098 130-098 130-129
S1 129-297 129-297 130-164 130-038
S2 129-078 129-078 130-133
S3 128-058 128-277 130-102
S4 127-038 127-257 130-008
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
5 130-260 129-130 1-130 1.1% 0-293 0.7% 86% False False 991,089
10 131-065 129-095 1-290 1.5% 0-290 0.7% 69% False False 1,128,276
20 131-205 126-245 4-280 3.7% 1-056 0.9% 79% False False 1,332,027
40 131-205 122-065 9-140 7.2% 1-010 0.8% 89% False False 1,331,240
60 131-205 121-225 9-300 7.6% 0-308 0.7% 90% False False 1,329,870
80 131-205 120-090 11-115 8.7% 0-282 0.7% 91% False False 1,142,186
100 131-205 116-270 14-255 11.3% 0-255 0.6% 93% False False 914,212
120 131-205 116-020 15-185 11.9% 0-225 0.5% 93% False False 761,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-065
2.618 133-150
1.618 132-130
1.000 131-240
0.618 131-110
HIGH 130-220
0.618 130-090
0.500 130-050
0.382 130-010
LOW 129-200
0.618 128-310
1.000 128-180
1.618 127-290
2.618 126-270
4.250 125-035
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 130-147 130-147
PP 130-098 130-098
S1 130-050 130-050

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

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