ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 122-170 123-265 1-095 1.1% 122-000
High 123-295 124-185 0-210 0.5% 123-295
Low 122-065 123-195 1-130 1.2% 121-310
Close 123-230 124-175 0-265 0.7% 123-230
Range 1-230 0-310 -0-240 -43.6% 1-305
ATR 0-275 0-278 0-002 0.9% 0-000
Volume 1,686,676 1,285,623 -401,053 -23.8% 5,424,285
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 127-048 126-262 125-026
R3 126-058 125-272 124-260
R2 125-068 125-068 124-232
R1 124-282 124-282 124-203 125-015
PP 124-078 124-078 124-078 124-105
S1 123-292 123-292 124-147 124-025
S2 123-088 123-088 124-118
S3 122-098 122-302 124-090
S4 121-108 121-312 124-004
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
5 124-185 121-310 2-195 2.1% 0-316 0.8% 99% True False 1,341,981
10 125-010 121-225 3-105 2.7% 0-317 0.8% 85% False False 1,384,269
20 125-010 121-225 3-105 2.7% 0-284 0.7% 85% False False 1,343,223
40 125-010 120-180 4-150 3.6% 0-244 0.6% 89% False False 1,026,853
60 125-010 117-200 7-130 5.9% 0-212 0.5% 93% False False 685,704
80 125-010 116-020 8-310 7.2% 0-184 0.5% 95% False False 514,335
100 125-010 115-300 9-030 7.3% 0-153 0.4% 95% False False 411,469
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 0-060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-222
2.618 127-037
1.618 126-047
1.000 125-175
0.618 125-057
HIGH 124-185
0.618 124-067
0.500 124-030
0.382 123-313
LOW 123-195
0.618 123-003
1.000 122-205
1.618 122-013
2.618 121-023
4.250 119-158
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 124-127 124-052
PP 124-078 123-248
S1 124-030 123-125

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

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