ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	129-120	129-280	0-160	0.4%	130-280
High	130-045	130-260	0-215	0.5%	130-315
Low	129-095	129-250	0-155	0.4%	129-095
Close	129-315	130-090	0-095	0.2%	130-090
Range	0-270	1-010	0-060	22.2%	1-220
ATR	1-019	1-018	-0-001	-0.2%	0-000
Volume	1,801,139	1,851,142	50,003	2.8%	6,974,232

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-123	132-277	130-272
R3	132-113	131-267	130-181
R2	131-103	131-103	130-150
R1	130-257	130-257	130-120	131-020
PP	130-093	130-093	130-093	130-135
S1	129-247	129-247	130-060	130-010
S2	129-083	129-083	130-030
S3	128-073	128-237	129-319
S4	127-063	127-227	129-228

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-080	134-145	131-067
R3	133-180	132-245	130-238
R2	131-280	131-280	130-189
R1	131-025	131-025	130-140	130-202
PP	130-060	130-060	130-060	129-309
S1	129-125	129-125	130-040	128-302
S2	128-160	128-160	129-311
S3	126-260	127-225	129-262
S4	125-040	126-005	129-113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-315	129-095	1-220	1.3%	0-297	0.7%	58%	False	False	1,394,846
10	131-205	129-095	2-110	1.8%	0-291	0.7%	42%	False	False	1,256,663
20	131-205	125-095	6-110	4.9%	1-072	0.9%	79%	False	False	1,505,631
40	131-205	121-225	9-300	7.6%	1-006	0.8%	86%	False	False	1,375,963
60	131-205	121-225	9-300	7.6%	0-303	0.7%	86%	False	False	1,361,754
80	131-205	120-040	11-165	8.8%	0-277	0.7%	88%	False	False	1,103,683
100	131-205	116-020	15-185	12.0%	0-250	0.6%	91%	False	False	883,196
120	131-205	116-020	15-185	12.0%	0-216	0.5%	91%	False	False	735,999

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-062
2.618	133-164
1.618	132-154
1.000	131-270
0.618	131-144
HIGH	130-260
0.618	130-134
0.500	130-095
0.382	130-056
LOW	129-250
0.618	129-046
1.000	128-240
1.618	128-036
2.618	127-026
4.250	125-128

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	130-095	130-066
PP	130-093	130-042
S1	130-092	130-018

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