ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 124-045 124-165 0-120 0.3% 124-280
High 124-205 124-215 0-010 0.0% 125-055
Low 123-250 124-010 0-080 0.2% 123-220
Close 124-170 124-075 -0-095 -0.2% 124-105
Range 0-275 0-205 -0-070 -25.5% 1-155
ATR 0-248 0-245 -0-003 -1.2% 0-000
Volume 1,057,523 1,160,124 102,601 9.7% 5,385,398
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-075 125-280 124-188
R3 125-190 125-075 124-131
R2 124-305 124-305 124-113
R1 124-190 124-190 124-094 124-145
PP 124-100 124-100 124-100 124-078
S1 123-305 123-305 124-056 123-260
S2 123-215 123-215 124-037
S3 123-010 123-100 124-019
S4 122-125 122-215 123-282
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
5 124-235 123-220 1-015 0.8% 0-241 0.6% 52% False False 1,164,489
10 125-055 123-220 1-155 1.2% 0-212 0.5% 37% False False 1,125,723
20 125-120 121-225 3-215 3.0% 0-260 0.7% 69% False False 1,285,878
40 125-120 121-225 3-215 3.0% 0-256 0.6% 69% False False 1,301,127
60 125-120 119-270 5-170 4.5% 0-231 0.6% 79% False False 926,560
80 125-120 116-020 9-100 7.5% 0-208 0.5% 88% False False 695,175
100 125-120 116-020 9-100 7.5% 0-175 0.4% 88% False False 556,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-057
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-126
2.618 126-112
1.618 125-227
1.000 125-100
0.618 125-022
HIGH 124-215
0.618 124-137
0.500 124-112
0.382 124-088
LOW 124-010
0.618 123-203
1.000 123-125
1.618 122-318
2.618 122-113
4.250 121-099
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 124-112 124-074
PP 124-100 124-073
S1 124-088 124-072

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

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