ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 129-110 128-130 -0-300 -0.7% 128-210
High 129-200 129-070 -0-130 -0.3% 130-220
Low 128-120 128-120 0-000 0.0% 128-110
Close 128-210 129-020 0-130 0.3% 129-280
Range 1-080 0-270 -0-130 -32.5% 2-110
ATR 1-000 0-316 -0-004 -1.1% 0-000
Volume 100,004 283,997 183,993 184.0% 79,898
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 131-133 131-027 129-168
R3 130-183 130-077 129-094
R2 129-233 129-233 129-070
R1 129-127 129-127 129-045 129-180
PP 128-283 128-283 128-283 128-310
S1 128-177 128-177 128-315 128-230
S2 128-013 128-013 128-290
S3 127-063 127-227 128-266
S4 126-113 126-277 128-192
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 136-213 135-197 131-052
R3 134-103 133-087 130-166
R2 131-313 131-313 130-098
R1 130-297 130-297 130-029 131-145
PP 129-203 129-203 129-203 129-288
S1 128-187 128-187 129-211 129-035
S2 127-093 127-093 129-142
S3 124-303 126-077 129-074
S4 122-193 123-287 128-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-080 128-120 1-280 1.5% 0-284 0.7% 37% False True 100,547
10 130-220 128-060 2-160 1.9% 0-273 0.7% 35% False False 55,828
20 130-220 123-070 7-150 5.8% 1-062 0.9% 78% False False 30,431
40 130-220 120-120 10-100 8.0% 0-290 0.7% 84% False False 15,739
60 130-220 120-120 10-100 8.0% 0-215 0.5% 84% False False 10,663
80 130-220 119-030 11-190 9.0% 0-165 0.4% 86% False False 7,997
100 130-220 115-280 14-260 11.5% 0-132 0.3% 89% False False 6,398
120 130-220 115-280 14-260 11.5% 0-110 0.3% 89% False False 5,332
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-258
2.618 131-137
1.618 130-187
1.000 130-020
0.618 129-237
HIGH 129-070
0.618 128-287
0.500 128-255
0.382 128-223
LOW 128-120
0.618 127-273
1.000 127-170
1.618 127-003
2.618 126-053
4.250 124-252
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 128-312 129-050
PP 128-283 129-040
S1 128-255 129-030

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

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