ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 129-305 130-210 0-225 0.5% 130-070
High 130-220 131-110 0-210 0.5% 131-110
Low 129-200 130-115 0-235 0.6% 129-130
Close 130-195 131-095 0-220 0.5% 131-095
Range 1-020 0-315 -0-025 -7.4% 1-300
ATR 1-006 1-005 -0-001 -0.2% 0-000
Volume 226,383 128,678 -97,705 -43.2% 3,232,984
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-305 133-195 131-268
R3 132-310 132-200 131-182
R2 131-315 131-315 131-153
R1 131-205 131-205 131-124 131-260
PP 131-000 131-000 131-000 131-028
S1 130-210 130-210 131-066 130-265
S2 130-005 130-005 131-037
S3 129-010 129-215 131-008
S4 128-015 128-220 130-242
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 136-158 135-267 132-116
R3 134-178 133-287 131-266
R2 132-198 132-198 131-209
R1 131-307 131-307 131-152 132-092
PP 130-218 130-218 130-218 130-271
S1 130-007 130-007 131-038 130-112
S2 128-238 128-238 130-301
S3 126-258 128-027 130-244
S4 124-278 126-047 130-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-110 129-130 1-300 1.5% 0-290 0.7% 98% True False 646,596
10 131-110 129-095 2-015 1.6% 0-294 0.7% 98% True False 1,020,721
20 131-205 126-310 4-215 3.6% 1-040 0.9% 93% False False 1,232,957
40 131-205 123-195 8-010 6.1% 1-004 0.8% 96% False False 1,292,291
60 131-205 121-225 9-300 7.6% 0-308 0.7% 97% False False 1,305,381
80 131-205 120-180 11-025 8.4% 0-283 0.7% 97% False False 1,143,626
100 131-205 117-060 14-145 11.0% 0-256 0.6% 98% False False 915,497
120 131-205 116-020 15-185 11.9% 0-228 0.5% 98% False False 762,940
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 0-060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-169
2.618 133-295
1.618 132-300
1.000 132-105
0.618 131-305
HIGH 131-110
0.618 130-310
0.500 130-272
0.382 130-235
LOW 130-115
0.618 129-240
1.000 129-120
1.618 128-245
2.618 127-250
4.250 126-056
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 131-048 131-008
PP 131-000 130-242
S1 130-272 130-155

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

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