ECBOT 10 Year T-Note Future December 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 128-180 129-010 0-150 0.4% 125-290
High 129-070 129-140 0-070 0.2% 129-290
Low 128-110 128-270 0-160 0.4% 125-270
Close 129-030 129-130 0-100 0.2% 128-270
Range 0-280 0-190 -0-090 -32.1% 4-020
ATR 1-012 1-001 -0-010 -3.1% 0-000
Volume 9,675 17,162 7,487 77.4% 35,420
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 131-003 130-257 129-234
R3 130-133 130-067 129-182
R2 129-263 129-263 129-165
R1 129-197 129-197 129-147 129-230
PP 129-073 129-073 129-073 129-090
S1 129-007 129-007 129-113 129-040
S2 128-203 128-203 129-095
S3 128-013 128-137 129-078
S4 127-143 127-267 129-026
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 140-123 138-217 131-025
R3 136-103 134-197 129-308
R2 132-083 132-083 129-188
R1 130-177 130-177 129-069 131-130
PP 128-063 128-063 128-063 128-200
S1 126-157 126-157 128-151 127-110
S2 124-043 124-043 128-032
S3 120-023 122-137 127-232
S4 116-003 118-117 126-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-140 128-000 1-140 1.1% 0-258 0.6% 98% True False 9,931
10 129-290 125-170 4-120 3.4% 1-128 1.1% 89% False False 8,313
20 129-290 122-130 7-160 5.8% 1-020 0.8% 93% False False 4,942
40 129-290 120-120 9-170 7.4% 0-267 0.6% 95% False False 3,101
60 129-290 120-030 9-260 7.6% 0-189 0.5% 95% False False 2,078
80 129-290 117-300 11-310 9.2% 0-142 0.3% 96% False False 1,558
100 129-290 115-280 14-010 10.8% 0-113 0.3% 96% False False 1,247
120 129-290 115-210 14-080 11.0% 0-094 0.2% 96% False False 1,039
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 0-087
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-308
2.618 130-317
1.618 130-127
1.000 130-010
0.618 129-257
HIGH 129-140
0.618 129-067
0.500 129-045
0.382 129-023
LOW 128-270
0.618 128-153
1.000 128-080
1.618 127-283
2.618 127-093
4.250 126-102
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 129-102 129-075
PP 129-073 129-020
S1 129-045 128-285

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

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