ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 123-265 124-150 0-205 0.5% 122-000
High 124-185 125-120 0-255 0.6% 123-295
Low 123-195 124-115 0-240 0.6% 121-310
Close 124-175 124-200 0-025 0.1% 123-230
Range 0-310 1-005 0-015 4.8% 1-305
ATR 0-278 0-281 0-003 1.2% 0-000
Volume 1,285,623 1,786,893 501,270 39.0% 5,424,285
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 127-267 127-078 125-059
R3 126-262 126-073 124-289
R2 125-257 125-257 124-260
R1 125-068 125-068 124-230 125-162
PP 124-252 124-252 124-252 124-299
S1 124-063 124-063 124-170 124-158
S2 123-247 123-247 124-140
S3 122-242 123-058 124-111
S4 121-237 122-053 124-021
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
5 125-120 122-065 3-055 2.5% 1-009 0.8% 76% True False 1,456,274
10 125-120 121-225 3-215 2.9% 1-008 0.8% 80% True False 1,442,976
20 125-120 121-225 3-215 2.9% 0-290 0.7% 80% True False 1,383,570
40 125-120 120-180 4-260 3.9% 0-245 0.6% 84% True False 1,071,121
60 125-120 118-000 7-120 5.9% 0-215 0.5% 90% True False 715,468
80 125-120 116-020 9-100 7.5% 0-187 0.5% 92% True False 536,671
100 125-120 116-020 9-100 7.5% 0-156 0.4% 92% True False 429,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-221
2.618 128-011
1.618 127-006
1.000 126-125
0.618 126-001
HIGH 125-120
0.618 124-316
0.500 124-278
0.382 124-239
LOW 124-115
0.618 123-234
1.000 123-110
1.618 122-229
2.618 121-224
4.250 120-014
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 124-278 124-111
PP 124-252 124-022
S1 124-226 123-252

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

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