ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 124-040 124-045 0-005 0.0% 124-280
High 124-200 124-205 0-005 0.0% 125-055
Low 123-275 123-250 -0-025 -0.1% 123-220
Close 124-040 124-170 0-130 0.3% 124-105
Range 0-245 0-275 0-030 12.2% 1-155
ATR 0-246 0-248 0-002 0.8% 0-000
Volume 1,152,686 1,057,523 -95,163 -8.3% 5,385,398
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-287 126-183 125-001
R3 126-012 125-228 124-246
R2 125-057 125-057 124-220
R1 124-273 124-273 124-195 125-005
PP 124-102 124-102 124-102 124-128
S1 123-318 123-318 124-145 124-050
S2 123-147 123-147 124-120
S3 122-192 123-043 124-094
S4 121-237 122-088 124-019
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
5 124-310 123-220 1-090 1.0% 0-230 0.6% 66% False False 1,118,830
10 125-055 123-220 1-155 1.2% 0-214 0.5% 57% False False 1,152,027
20 125-120 121-225 3-215 2.9% 0-271 0.7% 77% False False 1,297,502
40 125-120 121-225 3-215 2.9% 0-256 0.6% 77% False False 1,290,109
60 125-120 119-190 5-250 4.6% 0-230 0.6% 85% False False 907,259
80 125-120 116-020 9-100 7.5% 0-208 0.5% 91% False False 680,673
100 125-120 116-020 9-100 7.5% 0-173 0.4% 91% False False 544,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-094
2.618 126-285
1.618 126-010
1.000 125-160
0.618 125-055
HIGH 124-205
0.618 124-100
0.500 124-068
0.382 124-035
LOW 123-250
0.618 123-080
1.000 122-295
1.618 122-125
2.618 121-170
4.250 120-041
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 124-136 124-136
PP 124-102 124-102
S1 124-068 124-068

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

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