ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 129-050 128-060 -0-310 -0.8% 125-290
High 129-100 128-280 -0-140 -0.3% 129-290
Low 128-000 128-060 0-060 0.1% 125-270
Close 128-070 128-270 0-200 0.5% 128-270
Range 1-100 0-220 -0-200 -47.6% 4-020
ATR 1-037 1-028 -0-010 -2.7% 0-000
Volume 6,495 9,239 2,744 42.2% 35,420
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 130-223 130-147 129-071
R3 130-003 129-247 129-010
R2 129-103 129-103 128-310
R1 129-027 129-027 128-290 129-065
PP 128-203 128-203 128-203 128-222
S1 128-127 128-127 128-250 128-165
S2 127-303 127-303 128-230
S3 127-083 127-227 128-210
S4 126-183 127-007 128-149
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 140-123 138-217 131-025
R3 136-103 134-197 129-308
R2 132-083 132-083 129-188
R1 130-177 130-177 129-069 131-130
PP 128-063 128-063 128-063 128-200
S1 126-157 126-157 128-151 127-110
S2 124-043 124-043 128-032
S3 120-023 122-137 127-232
S4 116-003 118-117 126-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-290 125-270 4-020 3.2% 1-230 1.3% 74% False False 7,084
10 129-290 124-000 5-290 4.6% 1-151 1.1% 82% False False 5,785
20 129-290 122-130 7-160 5.8% 1-007 0.8% 86% False False 3,365
40 129-290 120-120 9-170 7.4% 0-253 0.6% 89% False False 2,265
60 129-290 120-030 9-260 7.6% 0-178 0.4% 89% False False 1,512
80 129-290 117-130 12-160 9.7% 0-133 0.3% 92% False False 1,134
100 129-290 115-280 14-010 10.9% 0-107 0.3% 92% False False 908
120 129-290 115-210 14-080 11.1% 0-089 0.2% 93% False False 757
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-074
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-255
2.618 130-216
1.618 129-316
1.000 129-180
0.618 129-096
HIGH 128-280
0.618 128-196
0.500 128-170
0.382 128-144
LOW 128-060
0.618 127-244
1.000 127-160
1.618 127-024
2.618 126-124
4.250 125-085
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 128-237 128-253
PP 128-203 128-237
S1 128-170 128-220

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

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