ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 131-115 131-025 -0-090 -0.2% 131-085
High 131-185 131-100 -0-085 -0.2% 131-290
Low 130-305 130-255 -0-050 -0.1% 130-215
Close 131-020 130-285 -0-055 -0.1% 131-245
Range 0-200 0-165 -0-035 -17.5% 1-075
ATR 0-285 0-277 -0-009 -3.0% 0-000
Volume 10,458 7,461 -2,997 -28.7% 116,181
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-175 132-075 131-056
R3 132-010 131-230 131-010
R2 131-165 131-165 130-315
R1 131-065 131-065 130-300 131-032
PP 131-000 131-000 131-000 130-304
S1 130-220 130-220 130-270 130-188
S2 130-155 130-155 130-255
S3 129-310 130-055 130-240
S4 129-145 129-210 130-194
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
5 131-315 130-255 1-060 0.9% 0-204 0.5% 8% False True 14,198
10 131-315 129-200 2-115 1.8% 0-234 0.6% 54% False False 91,354
20 131-315 129-095 2-220 2.1% 0-265 0.6% 59% False False 703,515
40 131-315 123-220 8-095 6.3% 0-319 0.8% 87% False False 1,071,092
60 131-315 121-225 10-090 7.9% 0-302 0.7% 89% False False 1,153,057
80 131-315 121-120 10-195 8.1% 0-283 0.7% 90% False False 1,142,904
100 131-315 118-170 13-145 10.3% 0-260 0.6% 92% False False 916,949
120 131-315 116-020 15-295 12.2% 0-236 0.6% 93% False False 764,196
Crabel Price Patterns
NR True
NR4 True
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 0-068
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-161
2.618 132-212
1.618 132-047
1.000 131-265
0.618 131-202
HIGH 131-100
0.618 131-037
0.500 131-018
0.382 130-318
LOW 130-255
0.618 130-153
1.000 130-090
1.618 129-308
2.618 129-143
4.250 128-194
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 131-018 131-125
PP 131-000 131-072
S1 130-302 131-018

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

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