ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 128-300 129-100 0-120 0.3% 129-310
High 129-280 129-110 -0-170 -0.4% 130-020
Low 128-270 128-150 -0-120 -0.3% 128-120
Close 129-120 128-240 -0-200 -0.5% 129-120
Range 1-010 0-280 -0-050 -15.2% 1-220
ATR 0-317 0-315 -0-002 -0.6% 0-000
Volume 559,983 837,012 277,029 49.5% 1,029,133
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 131-153 130-317 129-074
R3 130-193 130-037 128-317
R2 129-233 129-233 128-291
R1 129-077 129-077 128-266 129-015
PP 128-273 128-273 128-273 128-242
S1 128-117 128-117 128-214 128-055
S2 127-313 127-313 128-189
S3 127-033 127-157 128-163
S4 126-073 126-197 128-086
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 134-107 133-173 130-097
R3 132-207 131-273 129-268
R2 130-307 130-307 129-219
R1 130-053 130-053 129-170 129-230
PP 129-087 129-087 129-087 129-015
S1 128-153 128-153 129-070 128-010
S2 127-187 127-187 129-021
S3 125-287 126-253 128-292
S4 124-067 125-033 128-143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-300 128-120 1-180 1.2% 0-306 0.7% 24% False False 364,794
10 130-220 128-110 2-110 1.8% 0-294 0.7% 17% False False 193,895
20 130-220 124-270 5-270 4.5% 1-054 0.9% 67% False False 100,082
40 130-220 120-200 10-020 7.8% 0-293 0.7% 81% False False 50,595
60 130-220 120-120 10-100 8.0% 0-225 0.5% 81% False False 33,946
80 130-220 119-190 11-030 8.6% 0-172 0.4% 83% False False 25,460
100 130-220 115-280 14-260 11.5% 0-138 0.3% 87% False False 20,368
120 130-220 115-280 14-260 11.5% 0-115 0.3% 87% False False 16,974
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 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-020
2.618 131-203
1.618 130-243
1.000 130-070
0.618 129-283
HIGH 129-110
0.618 129-003
0.500 128-290
0.382 128-257
LOW 128-150
0.618 127-297
1.000 127-190
1.618 127-017
2.618 126-057
4.250 124-240
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 128-290 129-040
PP 128-273 129-000
S1 128-257 128-280

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

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