ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	129-125	130-010	0-205	0.5%	127-065
High	130-080	130-135	0-055	0.1%	131-010
Low	129-115	129-250	0-135	0.3%	126-310
Close	130-025	130-115	0-090	0.2%	129-280
Range	0-285	0-205	-0-080	-28.1%	4-020
ATR	1-046	1-035	-0-012	-3.1%	0-000
Volume	1,137,963	937,990	-199,973	-17.6%	8,859,523

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-035	131-280	130-228
R3	131-150	131-075	130-171
R2	130-265	130-265	130-153
R1	130-190	130-190	130-134	130-228
PP	130-060	130-060	130-060	130-079
S1	129-305	129-305	130-096	130-022
S2	129-175	129-175	130-077
S3	128-290	129-100	130-059
S4	128-085	128-215	130-002

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	141-153	139-237	132-035
R3	137-133	135-217	130-318
R2	133-113	133-113	130-198
R1	131-197	131-197	130-079	132-155
PP	129-093	129-093	129-093	129-232
S1	127-177	127-177	129-161	128-135
S2	125-073	125-073	129-042
S3	121-053	123-157	128-242
S4	117-033	119-137	127-205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-135	129-000	1-135	1.1%	0-283	0.7%	96%	True	False	1,144,908
10	131-010	126-205	4-125	3.4%	1-152	1.1%	85%	False	False	1,579,480
20	131-010	123-220	7-110	5.6%	1-055	0.9%	91%	False	False	1,438,978
40	131-010	121-225	9-105	7.2%	1-002	0.8%	93%	False	False	1,375,636
60	131-010	121-120	9-210	7.4%	0-290	0.7%	93%	False	False	1,303,827
80	131-010	118-240	12-090	9.4%	0-260	0.6%	95%	False	False	982,001
100	131-010	116-020	14-310	11.5%	0-233	0.6%	96%	False	False	785,712
120	131-010	116-020	14-310	11.5%	0-201	0.5%	96%	False	False	654,761

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	0-093
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-046
2.618	132-032
1.618	131-147
1.000	131-020
0.618	130-262
HIGH	130-135
0.618	130-057
0.500	130-032
0.382	130-008
LOW	129-250
0.618	129-123
1.000	129-045
1.618	128-238
2.618	128-033
4.250	127-019

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	130-088	130-064
PP	130-060	130-013
S1	130-032	129-282

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols