ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 124-125 124-280 0-155 0.4% 123-265
High 124-290 125-055 0-085 0.2% 125-120
Low 124-075 124-230 0-155 0.4% 123-195
Close 124-275 124-300 0-025 0.1% 124-275
Range 0-215 0-145 -0-070 -32.6% 1-245
ATR 0-267 0-259 -0-009 -3.3% 0-000
Volume 1,172,005 929,611 -242,394 -20.7% 6,997,185
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-097 126-023 125-060
R3 125-272 125-198 125-020
R2 125-127 125-127 125-007
R1 125-053 125-053 124-313 125-090
PP 124-302 124-302 124-302 125-000
S1 124-228 124-228 124-287 124-265
S2 124-157 124-157 124-273
S3 124-012 124-083 124-260
S4 123-187 123-258 124-220
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
5 125-120 124-070 1-050 0.9% 0-222 0.6% 62% False False 1,328,234
10 125-120 121-310 3-130 2.7% 0-269 0.7% 87% False False 1,335,108
20 125-120 121-225 3-215 2.9% 0-269 0.7% 88% False False 1,314,169
40 125-120 121-040 4-080 3.4% 0-246 0.6% 90% False False 1,189,505
60 125-120 118-090 7-030 5.7% 0-220 0.5% 94% False False 796,332
80 125-120 116-020 9-100 7.5% 0-194 0.5% 95% False False 597,350
100 125-120 116-020 9-100 7.5% 0-163 0.4% 95% False False 477,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-051
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 127-031
2.618 126-115
1.618 125-290
1.000 125-200
0.618 125-145
HIGH 125-055
0.618 125-000
0.500 124-302
0.382 124-285
LOW 124-230
0.618 124-140
1.000 124-085
1.618 123-315
2.618 123-170
4.250 122-254
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 124-302 124-275
PP 124-302 124-250
S1 124-301 124-225

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

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