ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 129-125 128-305 -0-140 -0.3% 129-310
High 129-230 129-220 -0-010 0.0% 130-020
Low 128-280 128-185 -0-095 -0.2% 128-120
Close 129-010 129-190 0-180 0.4% 129-120
Range 0-270 1-035 0-085 31.5% 1-220
ATR 0-310 0-313 0-003 1.0% 0-000
Volume 1,329,845 1,409,767 79,922 6.0% 1,029,133
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-197 132-068 130-065
R3 131-162 131-033 129-288
R2 130-127 130-127 129-255
R1 129-318 129-318 129-223 130-062
PP 129-092 129-092 129-092 129-124
S1 128-283 128-283 129-157 129-028
S2 128-057 128-057 129-125
S3 127-022 127-248 129-092
S4 125-307 126-213 128-315
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
5 129-280 128-150 1-130 1.1% 0-300 0.7% 80% False False 972,270
10 130-080 128-120 1-280 1.4% 0-292 0.7% 65% False False 536,409
20 130-220 125-210 5-010 3.9% 1-045 0.9% 78% False False 272,702
40 130-220 120-300 9-240 7.5% 0-303 0.7% 89% False False 137,129
60 130-220 120-120 10-100 8.0% 0-240 0.6% 89% False False 91,685
80 130-220 119-230 10-310 8.5% 0-184 0.4% 90% False False 68,764
100 130-220 116-180 14-040 10.9% 0-147 0.4% 92% False False 55,012
120 130-220 115-280 14-260 11.4% 0-122 0.3% 93% False False 45,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-129
2.618 132-189
1.618 131-154
1.000 130-255
0.618 130-119
HIGH 129-220
0.618 129-084
0.500 129-042
0.382 129-001
LOW 128-185
0.618 127-286
1.000 127-150
1.618 126-251
2.618 125-216
4.250 123-276
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 129-141 129-142
PP 129-092 129-095
S1 129-042 129-048

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

View Archives - Comment on this page... - Back to Index of Symbols