ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 122-000 122-230 0-230 0.6% 124-260
High 122-250 123-075 0-145 0.4% 125-010
Low 121-310 122-145 0-155 0.4% 121-225
Close 122-210 122-315 0-105 0.3% 121-315
Range 0-260 0-250 -0-010 -3.8% 3-105
ATR 0-256 0-255 0-000 -0.2% 0-000
Volume 1,215,429 1,278,206 62,777 5.2% 7,132,788
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 125-075 124-285 123-132
R3 124-145 124-035 123-064
R2 123-215 123-215 123-041
R1 123-105 123-105 123-018 123-160
PP 122-285 122-285 122-285 122-312
S1 122-175 122-175 122-292 122-230
S2 122-035 122-035 122-269
S3 121-105 121-245 122-246
S4 120-175 120-315 122-178
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
5 123-175 121-225 1-270 1.5% 0-290 0.7% 69% False False 1,406,802
10 125-010 121-225 3-105 2.7% 0-285 0.7% 38% False False 1,338,478
20 125-010 121-225 3-105 2.7% 0-266 0.7% 38% False False 1,335,177
40 125-010 120-090 4-240 3.9% 0-232 0.6% 57% False False 922,192
60 125-010 116-020 8-310 7.3% 0-207 0.5% 77% False False 615,483
80 125-010 116-020 8-310 7.3% 0-171 0.4% 77% False False 461,632
100 125-010 115-220 9-110 7.6% 0-142 0.4% 78% False False 369,306
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 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-178
2.618 125-090
1.618 124-160
1.000 124-005
0.618 123-230
HIGH 123-075
0.618 122-300
0.500 122-270
0.382 122-240
LOW 122-145
0.618 121-310
1.000 121-215
1.618 121-060
2.618 120-130
4.250 119-042
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 122-300 122-260
PP 122-285 122-205
S1 122-270 122-150

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

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