ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 124-280 124-250 -0-030 -0.1% 123-265
High 125-055 125-030 -0-025 -0.1% 125-120
Low 124-230 124-140 -0-090 -0.2% 123-195
Close 124-300 124-295 -0-005 0.0% 124-275
Range 0-145 0-210 0-065 44.8% 1-245
ATR 0-259 0-255 -0-003 -1.3% 0-000
Volume 929,611 1,071,842 142,231 15.3% 6,997,185
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-252 126-163 125-090
R3 126-042 125-273 125-033
R2 125-152 125-152 125-014
R1 125-063 125-063 124-314 125-108
PP 124-262 124-262 124-262 124-284
S1 124-173 124-173 124-276 124-218
S2 124-052 124-052 124-256
S3 123-162 123-283 124-237
S4 122-272 123-073 124-180
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
5 125-055 124-070 0-305 0.8% 0-199 0.5% 74% False False 1,185,224
10 125-120 122-065 3-055 2.5% 0-264 0.7% 86% False False 1,320,749
20 125-120 121-225 3-215 2.9% 0-268 0.7% 88% False False 1,316,987
40 125-120 121-120 4-000 3.2% 0-248 0.6% 89% False False 1,214,716
60 125-120 118-170 6-270 5.5% 0-220 0.6% 93% False False 814,187
80 125-120 116-020 9-100 7.5% 0-195 0.5% 95% False False 610,747
100 125-120 116-020 9-100 7.5% 0-165 0.4% 95% False False 488,599
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 0-060
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-282
2.618 126-260
1.618 126-050
1.000 125-240
0.618 125-160
HIGH 125-030
0.618 124-270
0.500 124-245
0.382 124-220
LOW 124-140
0.618 124-010
1.000 123-250
1.618 123-120
2.618 122-230
4.250 121-208
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 124-278 124-272
PP 124-262 124-248
S1 124-245 124-225

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

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