ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 122-280 122-170 -0-110 -0.3% 122-000
High 122-290 123-295 1-005 0.8% 123-295
Low 122-080 122-065 -0-015 0.0% 121-310
Close 122-150 123-230 1-080 1.0% 123-230
Range 0-210 1-230 1-020 161.9% 1-305
ATR 0-254 0-275 0-021 8.3% 0-000
Volume 1,243,974 1,686,676 442,702 35.6% 5,424,285
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 128-140 127-255 124-212
R3 126-230 126-025 124-061
R2 125-000 125-000 124-011
R1 124-115 124-115 123-280 124-218
PP 123-090 123-090 123-090 123-141
S1 122-205 122-205 123-180 122-308
S2 121-180 121-180 123-129
S3 119-270 120-295 123-079
S4 118-040 119-065 122-248
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 129-020 128-110 124-254
R3 127-035 126-125 124-082
R2 125-050 125-050 124-025
R1 124-140 124-140 123-287 124-255
PP 123-065 123-065 123-065 123-122
S1 122-155 122-155 123-173 122-270
S2 121-080 121-080 123-115
S3 119-095 120-170 123-058
S4 117-110 118-185 122-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-295 121-225 2-070 1.8% 0-304 0.8% 91% True False 1,315,976
10 125-010 121-225 3-105 2.7% 0-314 0.8% 61% False False 1,358,442
20 125-010 121-225 3-105 2.7% 0-278 0.7% 61% False False 1,331,563
40 125-010 120-180 4-150 3.6% 0-242 0.6% 71% False False 994,962
60 125-010 117-060 7-270 6.3% 0-210 0.5% 83% False False 664,301
80 125-010 116-020 8-310 7.2% 0-180 0.5% 85% False False 498,265
100 125-010 115-300 9-030 7.4% 0-150 0.4% 86% False False 398,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 131-072
2.618 128-135
1.618 126-225
1.000 125-205
0.618 124-315
HIGH 123-295
0.618 123-085
0.500 123-020
0.382 122-275
LOW 122-065
0.618 121-045
1.000 120-155
1.618 119-135
2.618 117-225
4.250 114-288
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 123-160 123-160
PP 123-090 123-090
S1 123-020 123-020

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

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