ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 128-210 128-180 -0-030 -0.1% 125-290
High 128-300 129-070 0-090 0.2% 129-290
Low 128-120 128-110 -0-010 0.0% 125-270
Close 128-170 129-030 0-180 0.4% 128-270
Range 0-180 0-280 0-100 55.6% 4-020
ATR 1-016 1-012 -0-004 -1.2% 0-000
Volume 7,088 9,675 2,587 36.5% 35,420
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 131-163 131-057 129-184
R3 130-203 130-097 129-107
R2 129-243 129-243 129-081
R1 129-137 129-137 129-056 129-190
PP 128-283 128-283 128-283 128-310
S1 128-177 128-177 129-004 128-230
S2 128-003 128-003 128-299
S3 127-043 127-217 128-273
S4 126-083 126-257 128-196
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
5 129-160 127-280 1-200 1.3% 1-004 0.8% 75% False False 7,887
10 129-290 125-170 4-120 3.4% 1-128 1.1% 81% False False 7,009
20 129-290 122-130 7-160 5.8% 1-014 0.8% 89% False False 4,106
40 129-290 120-120 9-170 7.4% 0-262 0.6% 91% False False 2,672
60 129-290 120-030 9-260 7.6% 0-186 0.4% 92% False False 1,792
80 129-290 117-270 12-020 9.3% 0-139 0.3% 93% False False 1,344
100 129-290 115-280 14-010 10.9% 0-111 0.3% 94% False False 1,075
120 129-290 115-210 14-080 11.0% 0-093 0.2% 94% False False 896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-089
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-300
2.618 131-163
1.618 130-203
1.000 130-030
0.618 129-243
HIGH 129-070
0.618 128-283
0.500 128-250
0.382 128-217
LOW 128-110
0.618 127-257
1.000 127-150
1.618 126-297
2.618 126-017
4.250 124-200
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 128-317 128-308
PP 128-283 128-267
S1 128-250 128-225

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

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