ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 131-240 131-115 -0-125 -0.3% 131-085
High 131-315 131-185 -0-130 -0.3% 131-290
Low 131-090 130-305 -0-105 -0.2% 130-215
Close 131-150 131-020 -0-130 -0.3% 131-245
Range 0-225 0-200 -0-025 -11.1% 1-075
ATR 0-292 0-285 -0-007 -2.2% 0-000
Volume 16,606 10,458 -6,148 -37.0% 116,181
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-023 132-222 131-130
R3 132-143 132-022 131-075
R2 131-263 131-263 131-057
R1 131-142 131-142 131-038 131-102
PP 131-063 131-063 131-063 131-044
S1 130-262 130-262 131-002 130-222
S2 130-183 130-183 130-303
S3 129-303 130-062 130-285
S4 129-103 129-182 130-230
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% 0-202 0.5% 30% False False 16,779
10 131-315 129-200 2-115 1.8% 0-244 0.6% 61% False False 209,595
20 131-315 129-095 2-220 2.1% 0-271 0.6% 66% False False 760,040
40 131-315 123-220 8-095 6.3% 1-000 0.8% 89% False False 1,097,702
60 131-315 121-225 10-090 7.8% 0-303 0.7% 91% False False 1,169,858
80 131-315 121-040 10-275 8.3% 0-283 0.7% 92% False False 1,143,603
100 131-315 118-090 13-225 10.5% 0-260 0.6% 93% False False 916,880
120 131-315 116-020 15-295 12.1% 0-236 0.6% 94% False False 764,134
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-075
2.618 133-069
1.618 132-189
1.000 132-065
0.618 131-309
HIGH 131-185
0.618 131-109
0.500 131-085
0.382 131-061
LOW 130-305
0.618 130-181
1.000 130-105
1.618 129-301
2.618 129-101
4.250 128-095
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 131-085 131-150
PP 131-063 131-107
S1 131-042 131-063

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

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