ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 130-115 130-085 -0-030 -0.1% 129-100
High 130-310 130-085 -0-225 -0.5% 130-140
Low 130-055 129-230 -0-145 -0.3% 128-150
Close 130-095 129-305 -0-110 -0.3% 130-115
Range 0-255 0-175 -0-080 -31.4% 1-310
ATR 0-313 0-304 -0-009 -2.9% 0-000
Volume 1,206,852 1,003,382 -203,470 -16.9% 5,591,453
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 131-198 131-107 130-081
R3 131-023 130-252 130-033
R2 130-168 130-168 130-017
R1 130-077 130-077 130-001 130-035
PP 129-313 129-313 129-313 129-292
S1 129-222 129-222 129-289 129-180
S2 129-138 129-138 129-273
S3 128-283 129-047 129-257
S4 128-108 128-192 129-209
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-212 134-313 131-142
R3 133-222 133-003 130-288
R2 131-232 131-232 130-230
R1 131-013 131-013 130-173 131-122
PP 129-242 129-242 129-242 129-296
S1 129-023 129-023 130-057 129-132
S2 127-252 127-252 130-000
S3 125-262 127-033 129-262
S4 123-272 125-043 129-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-310 128-185 2-125 1.8% 0-286 0.7% 58% False False 1,247,985
10 130-310 128-120 2-190 2.0% 0-298 0.7% 61% False False 874,567
20 130-310 127-280 3-030 2.4% 0-299 0.7% 67% False False 446,669
40 130-310 122-130 8-180 6.6% 0-297 0.7% 88% False False 224,519
60 130-310 120-120 10-190 8.2% 0-254 0.6% 90% False False 150,023
80 130-310 120-030 10-280 8.4% 0-194 0.5% 91% False False 112,518
100 130-310 117-100 13-210 10.5% 0-155 0.4% 93% False False 90,015
120 130-310 115-280 15-030 11.6% 0-129 0.3% 93% False False 75,012
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-056
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 132-189
2.618 131-223
1.618 131-048
1.000 130-260
0.618 130-193
HIGH 130-085
0.618 130-018
0.500 129-318
0.382 129-297
LOW 129-230
0.618 129-122
1.000 129-055
1.618 128-267
2.618 128-092
4.250 127-126
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 129-318 130-038
PP 129-313 130-020
S1 129-309 130-002

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

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