ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	130-245	130-280	0-035	0.1%	129-230
High	131-065	130-315	-0-070	-0.2%	131-205
Low	130-105	130-080	-0-025	-0.1%	129-110
Close	130-255	130-190	-0-065	-0.2%	130-255
Range	0-280	0-235	-0-045	-16.1%	2-095
ATR	1-036	1-027	-0-009	-2.4%	0-000
Volume	1,204,227	877,288	-326,939	-27.1%	5,592,401

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-260	132-140	130-319
R3	132-025	131-225	130-255
R2	131-110	131-110	130-233
R1	130-310	130-310	130-212	130-252
PP	130-195	130-195	130-195	130-166
S1	130-075	130-075	130-168	130-018
S2	129-280	129-280	130-147
S3	129-045	129-160	130-125
S4	128-130	128-245	130-061

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-155	136-140	132-019
R3	135-060	134-045	131-137
R2	132-285	132-285	131-070
R1	131-270	131-270	131-002	132-118
PP	130-190	130-190	130-190	130-274
S1	129-175	129-175	130-188	130-022
S2	128-095	128-095	130-120
S3	126-000	127-080	130-053
S4	123-225	124-305	129-171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-205	129-115	2-090	1.7%	0-291	0.7%	54%	False	False	1,145,525
10	131-205	127-265	3-260	2.9%	1-070	0.9%	73%	False	False	1,354,879
20	131-205	123-250	7-275	6.0%	1-067	0.9%	87%	False	False	1,441,322
40	131-205	121-225	9-300	7.6%	1-008	0.8%	89%	False	False	1,372,969
60	131-205	121-225	9-300	7.6%	0-297	0.7%	89%	False	False	1,341,165
80	131-205	119-150	12-055	9.3%	0-266	0.6%	91%	False	False	1,027,587
100	131-205	116-020	15-185	11.9%	0-242	0.6%	93%	False	False	822,228
120	131-205	116-020	15-185	11.9%	0-209	0.5%	93%	False	False	685,191

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	0-086
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-034
2.618	132-290
1.618	132-055
1.000	131-230
0.618	131-140
HIGH	130-315
0.618	130-225
0.500	130-198
0.382	130-170
LOW	130-080
0.618	129-255
1.000	129-165
1.618	129-020
2.618	128-105
4.250	127-041

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	130-198	130-300
PP	130-195	130-263
S1	130-192	130-227

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