ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 124-260 124-130 -0-130 -0.3% 123-275
High 125-010 124-190 -0-140 -0.3% 124-300
Low 124-115 123-075 -1-040 -0.9% 123-165
Close 124-130 123-105 -1-025 -0.9% 124-235
Range 0-215 1-115 0-220 102.3% 1-135
ATR 0-227 0-241 0-015 6.6% 0-000
Volume 1,199,820 1,392,593 192,773 16.1% 5,799,527
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-255 126-295 124-024
R3 126-140 125-180 123-225
R2 125-025 125-025 123-185
R1 124-065 124-065 123-145 123-308
PP 123-230 123-230 123-230 123-191
S1 122-270 122-270 123-065 122-192
S2 122-115 122-115 123-025
S3 121-000 121-155 122-305
S4 119-205 120-040 122-186
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 128-212 128-038 125-165
R3 127-077 126-223 125-040
R2 125-262 125-262 124-318
R1 125-088 125-088 124-277 125-175
PP 124-127 124-127 124-127 124-170
S1 123-273 123-273 124-193 124-040
S2 122-312 122-312 124-152
S3 121-177 122-138 124-110
S4 120-042 121-003 123-305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-010 123-075 1-255 1.5% 0-280 0.7% 5% False True 1,270,154
10 125-010 122-175 2-155 2.0% 0-264 0.7% 31% False False 1,315,952
20 125-010 122-120 2-210 2.2% 0-252 0.6% 36% False False 1,316,376
40 125-010 119-270 5-060 4.2% 0-216 0.5% 67% False False 746,901
60 125-010 116-020 8-310 7.3% 0-191 0.5% 81% False False 498,273
80 125-010 116-020 8-310 7.3% 0-154 0.4% 81% False False 373,707
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 0-044
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 130-119
2.618 128-049
1.618 126-254
1.000 125-305
0.618 125-139
HIGH 124-190
0.618 124-024
0.500 123-292
0.382 123-241
LOW 123-075
0.618 122-126
1.000 121-280
1.618 121-011
2.618 119-216
4.250 117-146
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 123-292 124-042
PP 123-230 123-277
S1 123-168 123-191

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

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