ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 122-275 122-075 -0-200 -0.5% 124-260
High 123-025 122-155 -0-190 -0.5% 125-010
Low 121-280 121-225 -0-055 -0.1% 121-225
Close 122-105 121-315 -0-110 -0.3% 121-315
Range 1-065 0-250 -0-135 -35.1% 3-105
ATR 0-256 0-256 0-000 -0.2% 0-000
Volume 1,730,283 1,155,598 -574,685 -33.2% 7,132,788
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-128 123-312 122-132
R3 123-198 123-062 122-064
R2 122-268 122-268 122-041
R1 122-132 122-132 122-018 122-075
PP 122-018 122-018 122-018 121-310
S1 121-202 121-202 121-292 121-145
S2 121-088 121-088 121-269
S3 120-158 120-272 121-246
S4 119-228 120-022 121-178
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 132-285 130-245 123-261
R3 129-180 127-140 122-288
R2 126-075 126-075 122-190
R1 124-035 124-035 122-093 123-162
PP 122-290 122-290 122-290 122-194
S1 120-250 120-250 121-217 120-058
S2 119-185 119-185 121-120
S3 116-080 117-145 121-022
S4 112-295 114-040 120-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-010 121-225 3-105 2.7% 0-318 0.8% 8% False True 1,426,557
10 125-010 121-225 3-105 2.7% 0-268 0.7% 8% False True 1,293,231
20 125-010 121-225 3-105 2.7% 0-257 0.7% 8% False True 1,313,274
40 125-010 120-040 4-290 4.0% 0-231 0.6% 38% False False 860,193
60 125-010 116-020 8-310 7.4% 0-201 0.5% 66% False False 573,933
80 125-010 116-020 8-310 7.4% 0-165 0.4% 66% False False 430,461
100 125-010 115-080 9-250 8.0% 0-137 0.4% 69% False False 344,370
Crabel Price Patterns
NR True
NR4 True
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 0-052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-258
2.618 124-170
1.618 123-240
1.000 123-085
0.618 122-310
HIGH 122-155
0.618 122-060
0.500 122-030
0.382 122-000
LOW 121-225
0.618 121-070
1.000 120-295
1.618 120-140
2.618 119-210
4.250 118-122
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 122-030 122-200
PP 122-018 122-132
S1 122-007 122-063

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

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