ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 125-290 127-280 1-310 1.6% 124-010
High 127-220 129-290 2-070 1.7% 127-110
Low 125-270 126-250 0-300 0.7% 124-000
Close 127-150 128-230 1-080 1.0% 125-280
Range 1-270 3-040 1-090 69.5% 3-110
ATR 0-289 1-020 0-051 17.6% 0-000
Volume 4,756 7,989 3,233 68.0% 22,439
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 137-270 136-130 130-140
R3 134-230 133-090 129-185
R2 131-190 131-190 129-093
R1 130-050 130-050 129-002 130-280
PP 128-150 128-150 128-150 128-265
S1 127-010 127-010 128-138 127-240
S2 125-110 125-110 128-047
S3 122-070 123-290 127-275
S4 119-030 120-250 127-000
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 135-247 134-053 127-228
R3 132-137 130-263 126-254
R2 129-027 129-027 126-156
R1 127-153 127-153 126-058 128-090
PP 125-237 125-237 125-237 126-045
S1 124-043 124-043 125-182 124-300
S2 122-127 122-127 125-084
S3 119-017 120-253 124-306
S4 115-227 117-143 124-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-290 125-170 4-120 3.4% 1-252 1.4% 73% True False 6,130
10 129-290 122-200 7-090 5.7% 1-108 1.0% 84% True False 3,852
20 129-290 122-130 7-160 5.8% 0-296 0.7% 84% True False 2,369
40 129-290 120-120 9-170 7.4% 0-231 0.6% 88% True False 1,700
60 129-290 120-030 9-260 7.6% 0-158 0.4% 88% True False 1,134
80 129-290 117-100 12-190 9.8% 0-119 0.3% 91% True False 851
100 129-290 115-280 14-010 10.9% 0-095 0.2% 92% True False 681
120 129-290 115-120 14-170 11.3% 0-079 0.2% 92% True False 568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-067
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 143-060
2.618 138-028
1.618 134-308
1.000 133-010
0.618 131-268
HIGH 129-290
0.618 128-228
0.500 128-110
0.382 127-312
LOW 126-250
0.618 124-272
1.000 123-210
1.618 121-232
2.618 118-192
4.250 113-160
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 128-190 128-130
PP 128-150 128-030
S1 128-110 127-250

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

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