ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 130-305 131-055 0-070 0.2% 131-085
High 131-095 131-290 0-195 0.5% 131-290
Low 130-280 130-315 0-035 0.1% 130-215
Close 131-075 131-245 0-170 0.4% 131-245
Range 0-135 0-295 0-160 118.5% 1-075
ATR 0-297 0-297 0-000 -0.1% 0-000
Volume 18,055 18,411 356 2.0% 116,181
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 134-102 133-308 132-087
R3 133-127 133-013 132-006
R2 132-152 132-152 131-299
R1 132-038 132-038 131-272 132-095
PP 131-177 131-177 131-177 131-205
S1 131-063 131-063 131-218 131-120
S2 130-202 130-202 131-191
S3 129-227 130-088 131-164
S4 128-252 129-113 131-083
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-048 134-222 132-142
R3 133-293 133-147 132-034
R2 132-218 132-218 131-317
R1 132-072 132-072 131-281 132-145
PP 131-143 131-143 131-143 131-180
S1 130-317 130-317 131-209 131-070
S2 130-068 130-068 131-173
S3 128-313 129-242 131-136
S4 127-238 128-167 131-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-290 130-115 1-175 1.2% 0-230 0.5% 91% True False 48,971
10 131-290 129-130 2-160 1.9% 0-262 0.6% 94% True False 520,030
20 131-290 129-020 2-270 2.2% 0-274 0.6% 95% True False 852,832
40 131-290 123-220 8-070 6.2% 0-318 0.8% 98% True False 1,149,566
60 131-290 121-225 10-065 7.7% 0-304 0.7% 99% True False 1,217,271
80 131-290 120-180 11-110 8.6% 0-283 0.7% 99% True False 1,144,181
100 131-290 118-090 13-200 10.3% 0-257 0.6% 99% True False 916,627
120 131-290 116-020 15-270 12.0% 0-234 0.6% 99% True False 763,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-264
2.618 134-102
1.618 133-127
1.000 132-265
0.618 132-152
HIGH 131-290
0.618 131-177
0.500 131-142
0.382 131-108
LOW 130-315
0.618 130-133
1.000 130-020
1.618 129-158
2.618 128-183
4.250 127-021
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 131-211 131-194
PP 131-177 131-143
S1 131-142 131-092

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

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