ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 124-310 124-195 -0-115 -0.3% 123-265
High 124-310 124-235 -0-075 -0.2% 125-120
Low 124-160 123-220 -0-260 -0.7% 123-195
Close 124-190 124-000 -0-190 -0.5% 124-275
Range 0-150 1-015 0-185 123.3% 1-245
ATR 0-248 0-254 0-006 2.5% 0-000
Volume 931,832 1,588,546 656,714 70.5% 6,997,185
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 127-090 126-220 124-184
R3 126-075 125-205 124-092
R2 125-060 125-060 124-061
R1 124-190 124-190 124-031 124-118
PP 124-045 124-045 124-045 124-009
S1 123-175 123-175 123-289 123-102
S2 123-030 123-030 123-259
S3 122-015 122-160 123-228
S4 121-000 121-145 123-136
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
5 125-055 123-220 1-155 1.2% 0-211 0.5% 21% False True 1,138,767
10 125-120 122-065 3-055 2.6% 0-266 0.7% 57% False False 1,320,569
20 125-120 121-225 3-215 3.0% 0-276 0.7% 63% False False 1,334,449
40 125-120 121-170 3-270 3.1% 0-252 0.6% 64% False False 1,269,216
60 125-120 118-280 6-160 5.2% 0-224 0.6% 79% False False 856,142
80 125-120 116-020 9-100 7.5% 0-201 0.5% 85% False False 642,252
100 125-120 116-020 9-100 7.5% 0-169 0.4% 85% False False 513,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129-059
2.618 127-152
1.618 126-137
1.000 125-250
0.618 125-122
HIGH 124-235
0.618 124-107
0.500 124-068
0.382 124-028
LOW 123-220
0.618 123-013
1.000 122-205
1.618 121-318
2.618 120-303
4.250 119-076
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 124-068 124-125
PP 124-045 124-083
S1 124-022 124-042

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

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