ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 131-005 130-140 -0-185 -0.4% 131-240
High 131-035 130-205 -0-150 -0.4% 131-315
Low 130-005 130-045 0-040 0.1% 130-005
Close 130-130 130-155 0-025 0.1% 130-155
Range 1-030 0-160 -0-190 -54.3% 1-310
ATR 0-282 0-273 -0-009 -3.1% 0-000
Volume 12,277 6,372 -5,905 -48.1% 53,174
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 131-295 131-225 130-243
R3 131-135 131-065 130-199
R2 130-295 130-295 130-184
R1 130-225 130-225 130-170 130-260
PP 130-135 130-135 130-135 130-152
S1 130-065 130-065 130-140 130-100
S2 129-295 129-295 130-126
S3 129-135 129-225 130-111
S4 128-295 129-065 130-067
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 136-235 135-185 131-182
R3 134-245 133-195 131-008
R2 132-255 132-255 130-270
R1 131-205 131-205 130-213 131-075
PP 130-265 130-265 130-265 130-200
S1 129-215 129-215 130-097 129-085
S2 128-275 128-275 130-040
S3 126-285 127-225 129-302
S4 124-295 125-235 129-128
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% 0-220 0.5% 24% False False 10,634
10 131-315 130-005 1-310 1.5% 0-225 0.5% 24% False False 29,803
20 131-315 129-095 2-220 2.1% 0-258 0.6% 44% False False 579,039
40 131-315 123-250 8-065 6.3% 0-319 0.8% 82% False False 1,008,549
60 131-315 121-225 10-090 7.9% 0-305 0.7% 85% False False 1,117,182
80 131-315 121-170 10-145 8.0% 0-286 0.7% 86% False False 1,138,883
100 131-315 118-280 13-035 10.0% 0-262 0.6% 89% False False 917,105
120 131-315 116-020 15-295 12.2% 0-241 0.6% 91% False False 764,351
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 132-245
2.618 131-304
1.618 131-144
1.000 131-045
0.618 130-304
HIGH 130-205
0.618 130-144
0.500 130-125
0.382 130-106
LOW 130-045
0.618 129-266
1.000 129-205
1.618 129-106
2.618 128-266
4.250 128-005
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 130-145 130-212
PP 130-135 130-193
S1 130-125 130-174

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

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