ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 131-025 131-005 -0-020 0.0% 131-085
High 131-100 131-035 -0-065 -0.2% 131-290
Low 130-255 130-005 -0-250 -0.6% 130-215
Close 130-285 130-130 -0-155 -0.4% 131-245
Range 0-165 1-030 0-185 112.1% 1-075
ATR 0-277 0-282 0-005 1.9% 0-000
Volume 7,461 12,277 4,816 64.5% 116,181
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-253 133-062 131-002
R3 132-223 132-032 130-226
R2 131-193 131-193 130-194
R1 131-002 131-002 130-162 130-242
PP 130-163 130-163 130-163 130-124
S1 129-292 129-292 130-098 129-212
S2 129-133 129-133 130-066
S3 128-103 128-262 130-034
S4 127-073 127-232 129-258
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
5 131-315 130-005 1-310 1.5% 0-247 0.6% 20% False True 13,042
10 131-315 129-200 2-115 1.8% 0-243 0.6% 33% False False 51,804
20 131-315 129-095 2-220 2.1% 0-272 0.7% 41% False False 657,229
40 131-315 123-220 8-095 6.4% 1-004 0.8% 81% False False 1,048,103
60 131-315 121-225 10-090 7.9% 0-306 0.7% 85% False False 1,136,167
80 131-315 121-120 10-195 8.1% 0-286 0.7% 85% False False 1,142,178
100 131-315 118-240 13-075 10.1% 0-262 0.6% 88% False False 917,047
120 131-315 116-020 15-295 12.2% 0-239 0.6% 90% False False 764,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 135-242
2.618 133-311
1.618 132-281
1.000 132-065
0.618 131-251
HIGH 131-035
0.618 130-221
0.500 130-180
0.382 130-139
LOW 130-005
0.618 129-109
1.000 128-295
1.618 128-079
2.618 127-049
4.250 125-118
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 130-180 130-255
PP 130-163 130-213
S1 130-147 130-172

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

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