ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 129-205 130-115 0-230 0.6% 129-100
High 130-140 130-310 0-170 0.4% 130-140
Low 129-085 130-055 0-290 0.7% 128-150
Close 130-115 130-095 -0-020 0.0% 130-115
Range 1-055 0-255 -0-120 -32.0% 1-310
ATR 0-317 0-313 -0-004 -1.4% 0-000
Volume 1,290,083 1,206,852 -83,231 -6.5% 5,591,453
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-278 132-122 130-235
R3 132-023 131-187 130-165
R2 131-088 131-088 130-142
R1 130-252 130-252 130-118 130-202
PP 130-153 130-153 130-153 130-129
S1 129-317 129-317 130-072 129-268
S2 129-218 129-218 130-048
S3 128-283 129-062 130-025
S4 128-028 128-127 129-275
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
5 130-310 128-185 2-125 1.8% 0-304 0.7% 72% True False 1,192,258
10 130-310 128-120 2-190 2.0% 0-305 0.7% 74% True False 778,526
20 130-310 126-250 4-060 3.2% 1-020 0.8% 84% True False 396,900
40 130-310 122-130 8-180 6.6% 0-300 0.7% 92% True False 199,439
60 130-310 120-120 10-190 8.1% 0-251 0.6% 94% True False 133,300
80 130-310 120-020 10-290 8.4% 0-191 0.5% 94% True False 99,976
100 130-310 116-220 14-090 11.0% 0-153 0.4% 95% True False 79,981
120 130-310 115-280 15-030 11.6% 0-128 0.3% 96% True False 66,651
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 0-064
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 134-114
2.618 133-018
1.618 132-083
1.000 131-245
0.618 131-148
HIGH 130-310
0.618 130-213
0.500 130-182
0.382 130-152
LOW 130-055
0.618 129-217
1.000 129-120
1.618 128-282
2.618 128-027
4.250 126-251
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 130-182 130-039
PP 130-153 129-303
S1 130-124 129-248

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

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