ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 131-045 130-305 -0-060 -0.1% 130-070
High 131-050 131-095 0-045 0.1% 131-110
Low 130-215 130-280 0-065 0.2% 129-130
Close 130-285 131-075 0-110 0.3% 131-095
Range 0-155 0-135 -0-020 -12.9% 1-300
ATR 0-310 0-297 -0-012 -4.0% 0-000
Volume 20,367 18,055 -2,312 -11.4% 3,232,984
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-128 132-077 131-149
R3 131-313 131-262 131-112
R2 131-178 131-178 131-100
R1 131-127 131-127 131-087 131-152
PP 131-043 131-043 131-043 131-056
S1 130-312 130-312 131-063 131-018
S2 130-228 130-228 131-050
S3 130-093 130-177 131-038
S4 129-278 130-042 131-001
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% 0-239 0.6% 72% False False 90,566
10 131-275 129-095 2-180 2.0% 0-259 0.6% 76% False False 698,303
20 131-275 129-000 2-275 2.2% 0-281 0.7% 78% False False 940,195
40 131-275 123-220 8-055 6.2% 0-316 0.8% 92% False False 1,182,343
60 131-275 121-225 10-050 7.7% 0-306 0.7% 94% False False 1,248,559
80 131-275 120-180 11-095 8.6% 0-282 0.7% 94% False False 1,144,166
100 131-275 118-020 13-255 10.5% 0-256 0.6% 95% False False 916,447
120 131-275 116-020 15-255 12.0% 0-232 0.6% 96% False False 763,755
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 133-029
2.618 132-128
1.618 131-313
1.000 131-230
0.618 131-178
HIGH 131-095
0.618 131-043
0.500 131-028
0.382 131-012
LOW 130-280
0.618 130-197
1.000 130-145
1.618 130-062
2.618 129-247
4.250 129-026
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 131-059 131-085
PP 131-043 131-082
S1 131-028 131-078

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

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