ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 124-150 124-280 0-130 0.3% 122-000
High 125-120 124-300 -0-140 -0.3% 123-295
Low 124-115 124-070 -0-045 -0.1% 121-310
Close 124-200 124-255 0-055 0.1% 123-230
Range 1-005 0-230 -0-095 -29.2% 1-305
ATR 0-281 0-277 -0-004 -1.3% 0-000
Volume 1,786,893 1,423,169 -363,724 -20.4% 5,424,285
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-258 126-167 125-062
R3 126-028 125-257 124-318
R2 125-118 125-118 124-297
R1 125-027 125-027 124-276 124-278
PP 124-208 124-208 124-208 124-174
S1 124-117 124-117 124-234 124-048
S2 123-298 123-298 124-213
S3 123-068 123-207 124-192
S4 122-158 122-297 124-128
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% 1-005 0.8% 82% False False 1,485,267
10 125-120 121-225 3-215 2.9% 0-308 0.8% 84% False False 1,446,034
20 125-120 121-225 3-215 2.9% 0-286 0.7% 84% False False 1,380,993
40 125-120 120-180 4-260 3.9% 0-248 0.6% 88% False False 1,105,989
60 125-120 118-020 7-100 5.9% 0-217 0.5% 92% False False 739,183
80 125-120 116-020 9-100 7.5% 0-190 0.5% 94% False False 554,461
100 125-120 116-020 9-100 7.5% 0-158 0.4% 94% False False 443,570
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 127-318
2.618 126-262
1.618 126-032
1.000 125-210
0.618 125-122
HIGH 124-300
0.618 124-212
0.500 124-185
0.382 124-158
LOW 124-070
0.618 123-248
1.000 123-160
1.618 123-018
2.618 122-108
4.250 121-052
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 124-232 124-222
PP 124-208 124-190
S1 124-185 124-158

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

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