ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 128-305 129-205 0-220 0.5% 129-100
High 129-220 130-140 0-240 0.6% 130-140
Low 128-185 129-085 0-220 0.5% 128-150
Close 129-190 130-115 0-245 0.6% 130-115
Range 1-035 1-055 0-020 5.6% 1-310
ATR 0-313 0-317 0-004 1.4% 0-000
Volume 1,409,767 1,290,083 -119,684 -8.5% 5,591,453
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-172 133-038 131-001
R3 132-117 131-303 130-218
R2 131-062 131-062 130-184
R1 130-248 130-248 130-149 130-315
PP 130-007 130-007 130-007 130-040
S1 129-193 129-193 130-081 129-260
S2 128-272 128-272 130-046
S3 127-217 128-138 130-012
S4 126-162 127-083 129-229
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-212 134-313 131-142
R3 133-222 133-003 130-288
R2 131-232 131-232 130-230
R1 131-013 131-013 130-173 131-122
PP 129-242 129-242 129-242 129-296
S1 129-023 129-023 130-057 129-132
S2 127-252 127-252 130-000
S3 125-262 127-033 129-262
S4 123-272 125-043 129-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-140 128-150 1-310 1.5% 0-309 0.7% 96% True False 1,118,290
10 130-140 128-120 2-020 1.6% 0-302 0.7% 96% True False 662,058
20 130-220 125-270 4-270 3.7% 1-037 0.9% 93% False False 336,795
40 130-220 122-050 8-170 6.5% 0-301 0.7% 96% False False 169,303
60 130-220 120-120 10-100 7.9% 0-246 0.6% 97% False False 113,186
80 130-220 119-230 10-310 8.4% 0-188 0.5% 97% False False 84,890
100 130-220 116-220 14-000 10.7% 0-151 0.4% 98% False False 67,912
120 130-220 115-280 14-260 11.4% 0-125 0.3% 98% False False 56,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135-134
2.618 133-162
1.618 132-107
1.000 131-195
0.618 131-052
HIGH 130-140
0.618 129-317
0.500 129-272
0.382 129-228
LOW 129-085
0.618 128-173
1.000 128-030
1.618 127-118
2.618 126-063
4.250 124-091
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 130-061 130-024
PP 130-007 129-253
S1 129-272 129-162

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

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