ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 128-060 128-210 0-150 0.4% 125-290
High 128-280 128-300 0-020 0.0% 129-290
Low 128-060 128-120 0-060 0.1% 125-270
Close 128-270 128-170 -0-100 -0.2% 128-270
Range 0-220 0-180 -0-040 -18.2% 4-020
ATR 1-028 1-016 -0-012 -3.4% 0-000
Volume 9,239 7,088 -2,151 -23.3% 35,420
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 130-097 129-313 128-269
R3 129-237 129-133 128-220
R2 129-057 129-057 128-203
R1 128-273 128-273 128-186 128-235
PP 128-197 128-197 128-197 128-178
S1 128-093 128-093 128-154 128-055
S2 128-017 128-017 128-137
S3 127-157 127-233 128-120
S4 126-297 127-053 128-071
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
5 129-290 126-250 3-040 2.4% 1-148 1.1% 56% False False 7,550
10 129-290 124-270 5-020 3.9% 1-134 1.1% 73% False False 6,268
20 129-290 122-130 7-160 5.8% 1-011 0.8% 82% False False 3,626
40 129-290 120-120 9-170 7.4% 0-257 0.6% 86% False False 2,436
60 129-290 120-030 9-260 7.6% 0-181 0.4% 86% False False 1,630
80 129-290 117-160 12-130 9.7% 0-136 0.3% 89% False False 1,223
100 129-290 115-280 14-010 10.9% 0-108 0.3% 90% False False 979
120 129-290 115-210 14-080 11.1% 0-090 0.2% 90% False False 816
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-082
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 131-105
2.618 130-131
1.618 129-271
1.000 129-160
0.618 129-091
HIGH 128-300
0.618 128-231
0.500 128-210
0.382 128-189
LOW 128-120
0.618 128-009
1.000 127-260
1.618 127-149
2.618 126-289
4.250 125-315
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 128-210 128-210
PP 128-197 128-197
S1 128-183 128-183

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

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