ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 124-220 124-125 -0-095 -0.2% 123-265
High 124-295 124-290 -0-005 0.0% 125-120
Low 124-100 124-075 -0-025 -0.1% 123-195
Close 124-140 124-275 0-135 0.3% 124-275
Range 0-195 0-215 0-020 10.3% 1-245
ATR 0-271 0-267 -0-004 -1.5% 0-000
Volume 1,329,495 1,172,005 -157,490 -11.8% 6,997,185
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-218 126-142 125-073
R3 126-003 125-247 125-014
R2 125-108 125-108 124-314
R1 125-032 125-032 124-295 125-070
PP 124-213 124-213 124-213 124-232
S1 124-137 124-137 124-255 124-175
S2 123-318 123-318 124-236
S3 123-103 123-242 124-216
S4 122-208 123-027 124-157
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 129-292 129-048 125-266
R3 128-047 127-123 125-110
R2 126-122 126-122 125-059
R1 125-198 125-198 125-007 126-000
PP 124-197 124-197 124-197 124-258
S1 123-273 123-273 124-223 124-075
S2 122-272 122-272 124-171
S3 121-027 122-028 124-120
S4 119-102 120-103 123-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-120 123-195 1-245 1.4% 0-255 0.6% 71% False False 1,399,437
10 125-120 121-225 3-215 2.9% 0-280 0.7% 86% False False 1,357,706
20 125-120 121-225 3-215 2.9% 0-270 0.7% 86% False False 1,321,696
40 125-120 120-180 4-260 3.9% 0-247 0.6% 89% False False 1,167,330
60 125-120 118-090 7-030 5.7% 0-218 0.5% 93% False False 780,847
80 125-120 116-020 9-100 7.5% 0-194 0.5% 94% False False 585,729
100 125-120 116-020 9-100 7.5% 0-162 0.4% 94% False False 468,585
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-244
2.618 126-213
1.618 125-318
1.000 125-185
0.618 125-103
HIGH 124-290
0.618 124-208
0.500 124-182
0.382 124-157
LOW 124-075
0.618 123-262
1.000 123-180
1.618 123-047
2.618 122-152
4.250 121-121
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 124-244 124-245
PP 124-213 124-215
S1 124-182 124-185

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

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