ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 131-055 131-240 0-185 0.4% 131-085
High 131-290 131-315 0-025 0.1% 131-290
Low 130-315 131-090 0-095 0.2% 130-215
Close 131-245 131-150 -0-095 -0.2% 131-245
Range 0-295 0-225 -0-070 -23.7% 1-075
ATR 0-297 0-292 -0-005 -1.7% 0-000
Volume 18,411 16,606 -1,805 -9.8% 116,181
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-220 133-090 131-274
R3 132-315 132-185 131-212
R2 132-090 132-090 131-191
R1 131-280 131-280 131-171 131-232
PP 131-185 131-185 131-185 131-161
S1 131-055 131-055 131-129 131-008
S2 130-280 130-280 131-109
S3 130-055 130-150 131-088
S4 129-150 129-245 131-026
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
5 131-315 130-215 1-100 1.0% 0-212 0.5% 61% True False 26,557
10 131-315 129-130 2-185 2.0% 0-251 0.6% 80% True False 336,577
20 131-315 129-095 2-220 2.0% 0-271 0.6% 81% True False 796,620
40 131-315 123-220 8-095 6.3% 0-318 0.8% 94% True False 1,120,681
60 131-315 121-225 10-090 7.8% 0-302 0.7% 95% True False 1,187,686
80 131-315 120-180 11-135 8.7% 0-283 0.7% 95% True False 1,144,005
100 131-315 118-090 13-225 10.4% 0-258 0.6% 96% True False 916,780
120 131-315 116-020 15-295 12.1% 0-236 0.6% 97% True False 764,047
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 0-055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-311
2.618 133-264
1.618 133-039
1.000 132-220
0.618 132-134
HIGH 131-315
0.618 131-229
0.500 131-202
0.382 131-176
LOW 131-090
0.618 130-271
1.000 130-185
1.618 130-046
2.618 129-141
4.250 128-094
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 131-202 131-146
PP 131-185 131-142
S1 131-168 131-138

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

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