ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 124-165 124-080 -0-085 -0.2% 124-280
High 124-215 124-230 0-015 0.0% 125-055
Low 124-010 124-065 0-055 0.1% 123-220
Close 124-075 124-160 0-085 0.2% 124-105
Range 0-205 0-165 -0-040 -19.5% 1-155
ATR 0-245 0-239 -0-006 -2.3% 0-000
Volume 1,160,124 1,141,748 -18,376 -1.6% 5,385,398
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-007 125-248 124-251
R3 125-162 125-083 124-205
R2 124-317 124-317 124-190
R1 124-238 124-238 124-175 124-278
PP 124-152 124-152 124-152 124-171
S1 124-073 124-073 124-145 124-112
S2 123-307 123-307 124-130
S3 123-142 123-228 124-115
S4 122-297 123-063 124-069
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
5 124-230 123-250 0-300 0.8% 0-207 0.5% 77% True False 1,075,129
10 125-055 123-220 1-155 1.2% 0-209 0.5% 55% False False 1,106,948
20 125-120 121-225 3-215 2.9% 0-253 0.6% 76% False False 1,260,241
40 125-120 121-225 3-215 2.9% 0-251 0.6% 76% False False 1,290,103
60 125-120 119-270 5-170 4.4% 0-232 0.6% 84% False False 945,549
80 125-120 116-020 9-100 7.5% 0-210 0.5% 91% False False 709,446
100 125-120 116-020 9-100 7.5% 0-176 0.4% 91% False False 567,559
Crabel Price Patterns
NR True
NR4 True
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 0-051
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-291
2.618 126-022
1.618 125-177
1.000 125-075
0.618 125-012
HIGH 124-230
0.618 124-167
0.500 124-148
0.382 124-128
LOW 124-065
0.618 123-283
1.000 123-220
1.618 123-118
2.618 122-273
4.250 122-004
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 124-156 124-133
PP 124-152 124-107
S1 124-148 124-080

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

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