ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 124-280 124-220 -0-060 -0.2% 122-000
High 124-300 124-295 -0-005 0.0% 123-295
Low 124-070 124-100 0-030 0.1% 121-310
Close 124-255 124-140 -0-115 -0.3% 123-230
Range 0-230 0-195 -0-035 -15.2% 1-305
ATR 0-277 0-271 -0-006 -2.1% 0-000
Volume 1,423,169 1,329,495 -93,674 -6.6% 5,424,285
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-123 126-007 124-247
R3 125-248 125-132 124-194
R2 125-053 125-053 124-176
R1 124-257 124-257 124-158 124-218
PP 124-178 124-178 124-178 124-159
S1 124-062 124-062 124-122 124-022
S2 123-303 123-303 124-104
S3 123-108 123-187 124-086
S4 122-233 122-312 124-033
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% 1-002 0.8% 70% False False 1,502,371
10 125-120 121-225 3-215 3.0% 0-296 0.7% 74% False False 1,413,534
20 125-120 121-225 3-215 3.0% 0-275 0.7% 74% False False 1,352,681
40 125-120 120-180 4-260 3.9% 0-248 0.6% 81% False False 1,138,797
60 125-120 118-090 7-030 5.7% 0-217 0.5% 87% False False 761,334
80 125-120 116-020 9-100 7.5% 0-192 0.5% 90% False False 571,080
100 125-120 116-020 9-100 7.5% 0-160 0.4% 90% False False 456,865
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 127-164
2.618 126-166
1.618 125-291
1.000 125-170
0.618 125-096
HIGH 124-295
0.618 124-221
0.500 124-198
0.382 124-174
LOW 124-100
0.618 123-299
1.000 123-225
1.618 123-104
2.618 122-229
4.250 121-231
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 124-198 124-255
PP 124-178 124-217
S1 124-159 124-178

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

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