ECBOT 10 Year T-Note Future September 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	130-305	131-055	0-070	0.2%	131-085
High	131-095	131-290	0-195	0.5%	131-290
Low	130-280	130-315	0-035	0.1%	130-215
Close	131-075	131-245	0-170	0.4%	131-245
Range	0-135	0-295	0-160	118.5%	1-075
ATR	0-297	0-297	0-000	-0.1%	0-000
Volume	18,055	18,411	356	2.0%	116,181

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-102	133-308	132-087
R3	133-127	133-013	132-006
R2	132-152	132-152	131-299
R1	132-038	132-038	131-272	132-095
PP	131-177	131-177	131-177	131-205
S1	131-063	131-063	131-218	131-120
S2	130-202	130-202	131-191
S3	129-227	130-088	131-164
S4	128-252	129-113	131-083

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-048	134-222	132-142
R3	133-293	133-147	132-034
R2	132-218	132-218	131-317
R1	132-072	132-072	131-281	132-145
PP	131-143	131-143	131-143	131-180
S1	130-317	130-317	131-209	131-070
S2	130-068	130-068	131-173
S3	128-313	129-242	131-136
S4	127-238	128-167	131-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-290	130-115	1-175	1.2%	0-230	0.5%	91%	True	False	48,971
10	131-290	129-130	2-160	1.9%	0-262	0.6%	94%	True	False	520,030
20	131-290	129-020	2-270	2.2%	0-274	0.6%	95%	True	False	852,832
40	131-290	123-220	8-070	6.2%	0-318	0.8%	98%	True	False	1,149,566
60	131-290	121-225	10-065	7.7%	0-304	0.7%	99%	True	False	1,217,271
80	131-290	120-180	11-110	8.6%	0-283	0.7%	99%	True	False	1,144,181
100	131-290	118-090	13-200	10.3%	0-257	0.6%	99%	True	False	916,627
120	131-290	116-020	15-270	12.0%	0-234	0.6%	99%	True	False	763,908

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-264
2.618	134-102
1.618	133-127
1.000	132-265
0.618	132-152
HIGH	131-290
0.618	131-177
0.500	131-142
0.382	131-108
LOW	130-315
0.618	130-133
1.000	130-020
1.618	129-158
2.618	128-183
4.250	127-021

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	131-211	131-194
PP	131-177	131-143
S1	131-142	131-092

Download as Excel Spreadsheet

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

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