ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 129-285 130-080 0-115 0.3% 130-115
High 130-125 131-010 0-205 0.5% 131-010
Low 129-275 130-020 0-065 0.2% 129-230
Close 130-105 130-285 0-180 0.4% 130-285
Range 0-170 0-310 0-140 82.4% 1-100
ATR 0-294 0-295 0-001 0.4% 0-000
Volume 898,455 1,109,049 210,594 23.4% 4,217,738
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-182 133-063 131-136
R3 132-192 132-073 131-050
R2 131-202 131-202 131-022
R1 131-083 131-083 130-313 131-142
PP 130-212 130-212 130-212 130-241
S1 130-093 130-093 130-257 130-152
S2 129-222 129-222 130-228
S3 128-232 129-103 130-200
S4 127-242 128-113 130-114
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 134-155 134-000 131-196
R3 133-055 132-220 131-080
R2 131-275 131-275 131-042
R1 131-120 131-120 131-004 131-198
PP 130-175 130-175 130-175 130-214
S1 130-020 130-020 130-246 130-098
S2 129-075 129-075 130-208
S3 127-295 128-240 130-170
S4 126-195 127-140 130-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-010 129-085 1-245 1.3% 0-257 0.6% 92% True False 1,101,564
10 131-010 128-150 2-180 2.0% 0-278 0.7% 95% True False 1,036,917
20 131-010 128-060 2-270 2.2% 0-276 0.7% 95% True False 546,373
40 131-010 122-130 8-200 6.6% 0-301 0.7% 98% True False 274,648
60 131-010 120-120 10-210 8.1% 0-260 0.6% 99% True False 183,481
80 131-010 120-030 10-300 8.4% 0-200 0.5% 99% True False 137,612
100 131-010 117-130 13-200 10.4% 0-160 0.4% 99% True False 110,090
120 131-010 115-280 15-050 11.6% 0-133 0.3% 99% True False 91,742
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-052
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-048
2.618 133-182
1.618 132-192
1.000 132-000
0.618 131-202
HIGH 131-010
0.618 130-212
0.500 130-175
0.382 130-138
LOW 130-020
0.618 129-148
1.000 129-030
1.618 128-158
2.618 127-168
4.250 125-302
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 130-248 130-230
PP 130-212 130-175
S1 130-175 130-120

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

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