ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 130-210 131-085 0-195 0.5% 130-070
High 131-110 131-275 0-165 0.4% 131-110
Low 130-115 131-025 0-230 0.6% 129-130
Close 131-095 131-070 -0-025 -0.1% 131-095
Range 0-315 0-250 -0-065 -20.6% 1-300
ATR 1-005 1-000 -0-005 -1.7% 0-000
Volume 128,678 59,348 -69,330 -53.9% 3,232,984
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-233 133-082 131-208
R3 132-303 132-152 131-139
R2 132-053 132-053 131-116
R1 131-222 131-222 131-093 131-172
PP 131-123 131-123 131-123 131-099
S1 130-292 130-292 131-047 130-242
S2 130-193 130-193 131-024
S3 129-263 130-042 131-001
S4 129-013 129-112 130-252
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
5 131-275 129-200 2-075 1.7% 0-285 0.7% 71% True False 402,412
10 131-275 129-095 2-180 2.0% 0-295 0.7% 75% True False 938,927
20 131-275 127-265 4-010 3.1% 1-023 0.8% 84% True False 1,146,903
40 131-275 123-220 8-055 6.2% 1-002 0.8% 92% True False 1,261,634
60 131-275 121-225 10-050 7.7% 0-309 0.7% 94% True False 1,288,830
80 131-275 120-180 11-095 8.6% 0-283 0.7% 94% True False 1,144,243
100 131-275 117-200 14-075 10.8% 0-256 0.6% 95% True False 916,076
120 131-275 116-020 15-255 12.0% 0-230 0.5% 96% True False 763,435
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-062
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135-058
2.618 133-290
1.618 133-040
1.000 132-205
0.618 132-110
HIGH 131-275
0.618 131-180
0.500 131-150
0.382 131-120
LOW 131-025
0.618 130-190
1.000 130-095
1.618 129-260
2.618 129-010
4.250 127-242
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 131-150 131-019
PP 131-123 130-288
S1 131-097 130-238

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

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