ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 122-230 122-280 0-050 0.1% 124-260
High 123-075 122-290 -0-105 -0.3% 125-010
Low 122-145 122-080 -0-065 -0.2% 121-225
Close 122-315 122-150 -0-165 -0.4% 121-315
Range 0-250 0-210 -0-040 -16.0% 3-105
ATR 0-255 0-254 -0-001 -0.6% 0-000
Volume 1,278,206 1,243,974 -34,232 -2.7% 7,132,788
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-163 124-047 122-266
R3 123-273 123-157 122-208
R2 123-063 123-063 122-188
R1 122-267 122-267 122-169 122-220
PP 122-173 122-173 122-173 122-150
S1 122-057 122-057 122-131 122-010
S2 121-283 121-283 122-112
S3 121-073 121-167 122-092
S4 120-183 120-277 122-034
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
5 123-075 121-225 1-170 1.3% 0-271 0.7% 50% False False 1,324,698
10 125-010 121-225 3-105 2.7% 0-286 0.7% 23% False False 1,348,330
20 125-010 121-225 3-105 2.7% 0-265 0.7% 23% False False 1,327,129
40 125-010 120-090 4-240 3.9% 0-234 0.6% 46% False False 953,131
60 125-010 116-270 8-060 6.7% 0-205 0.5% 69% False False 636,192
80 125-010 116-020 8-310 7.3% 0-173 0.4% 71% False False 477,182
100 125-010 115-280 9-050 7.5% 0-144 0.4% 72% False False 381,746
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 0-050
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-222
2.618 124-200
1.618 123-310
1.000 123-180
0.618 123-100
HIGH 122-290
0.618 122-210
0.500 122-185
0.382 122-160
LOW 122-080
0.618 121-270
1.000 121-190
1.618 121-060
2.618 120-170
4.250 119-148
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 122-185 122-192
PP 122-173 122-178
S1 122-162 122-164

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

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