ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 130-085 129-285 -0-120 -0.3% 129-100
High 130-085 130-125 0-040 0.1% 130-140
Low 129-230 129-275 0-045 0.1% 128-150
Close 129-305 130-105 0-120 0.3% 130-115
Range 0-175 0-170 -0-005 -2.9% 1-310
ATR 0-304 0-294 -0-010 -3.1% 0-000
Volume 1,003,382 898,455 -104,927 -10.5% 5,591,453
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 131-252 131-188 130-198
R3 131-082 131-018 130-152
R2 130-232 130-232 130-136
R1 130-168 130-168 130-121 130-200
PP 130-062 130-062 130-062 130-078
S1 129-318 129-318 130-089 130-030
S2 129-212 129-212 130-074
S3 129-042 129-148 130-058
S4 128-192 128-298 130-012
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% 0-266 0.6% 73% False False 1,161,707
10 130-310 128-120 2-190 2.0% 0-274 0.7% 75% False False 954,412
20 130-310 128-000 2-310 2.3% 0-281 0.7% 78% False False 491,245
40 130-310 122-130 8-180 6.6% 0-297 0.7% 93% False False 246,944
60 130-310 120-120 10-190 8.1% 0-255 0.6% 94% False False 164,997
80 130-310 120-030 10-280 8.3% 0-196 0.5% 94% False False 123,749
100 130-310 117-130 13-180 10.4% 0-157 0.4% 95% False False 98,999
120 130-310 115-280 15-030 11.6% 0-130 0.3% 96% False False 82,500
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 132-208
2.618 131-250
1.618 131-080
1.000 130-295
0.618 130-230
HIGH 130-125
0.618 130-060
0.500 130-040
0.382 130-020
LOW 129-275
0.618 129-170
1.000 129-105
1.618 129-000
2.618 128-150
4.250 127-192
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 130-083 130-110
PP 130-062 130-108
S1 130-040 130-107

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

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