ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 124-195 123-300 -0-215 -0.5% 124-280
High 124-235 124-120 -0-115 -0.3% 125-055
Low 123-220 123-295 0-075 0.2% 123-220
Close 124-000 124-105 0-105 0.3% 124-105
Range 1-015 0-145 -0-190 -56.7% 1-155
ATR 0-254 0-246 -0-008 -3.1% 0-000
Volume 1,588,546 863,567 -724,979 -45.6% 5,385,398
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 125-182 125-128 124-185
R3 125-037 124-303 124-145
R2 124-212 124-212 124-132
R1 124-158 124-158 124-118 124-185
PP 124-067 124-067 124-067 124-080
S1 124-013 124-013 124-092 124-040
S2 123-242 123-242 124-078
S3 123-097 123-188 124-065
S4 122-272 123-043 124-025
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 128-272 128-023 125-046
R3 127-117 126-188 124-236
R2 125-282 125-282 124-192
R1 125-033 125-033 124-149 124-240
PP 124-127 124-127 124-127 124-070
S1 123-198 123-198 124-061 123-085
S2 122-292 122-292 124-018
S3 121-137 122-043 123-294
S4 119-302 120-208 123-164
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% 0-197 0.5% 43% False False 1,077,079
10 125-120 123-195 1-245 1.4% 0-226 0.6% 41% False False 1,238,258
20 125-120 121-225 3-215 3.0% 0-270 0.7% 71% False False 1,298,350
40 125-120 121-170 3-270 3.1% 0-254 0.6% 73% False False 1,281,517
60 125-120 119-050 6-070 5.0% 0-225 0.6% 83% False False 870,503
80 125-120 116-020 9-100 7.5% 0-203 0.5% 89% False False 653,046
100 125-120 116-020 9-100 7.5% 0-171 0.4% 89% False False 522,438
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-096
2.618 125-180
1.618 125-035
1.000 124-265
0.618 124-210
HIGH 124-120
0.618 124-065
0.500 124-048
0.382 124-030
LOW 123-295
0.618 123-205
1.000 123-150
1.618 123-060
2.618 122-235
4.250 121-319
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 124-086 124-105
PP 124-067 124-105
S1 124-048 124-105

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

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