ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 121-140 120-250 -0-210 -0.5% 123-150
High 121-140 120-310 -0-150 -0.4% 123-190
Low 120-140 120-120 -0-020 -0.1% 120-120
Close 120-270 120-150 -0-120 -0.3% 120-150
Range 1-000 0-190 -0-130 -40.6% 3-070
ATR 0-163 0-165 0-002 1.2% 0-000
Volume 15 2,757 2,742 18,280.0% 2,934
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 122-123 122-007 120-254
R3 121-253 121-137 120-202
R2 121-063 121-063 120-185
R1 120-267 120-267 120-167 120-230
PP 120-193 120-193 120-193 120-175
S1 120-077 120-077 120-133 120-040
S2 120-003 120-003 120-115
S3 119-133 119-207 120-098
S4 118-263 119-017 120-046
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 131-043 129-007 122-076
R3 127-293 125-257 121-113
R2 124-223 124-223 121-019
R1 122-187 122-187 120-244 122-010
PP 121-153 121-153 121-153 121-065
S1 119-117 119-117 120-056 118-260
S2 118-083 118-083 119-281
S3 115-013 116-047 119-187
S4 111-263 112-297 118-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 120-120 3-070 2.7% 0-200 0.5% 3% False True 586
10 123-190 120-120 3-070 2.7% 0-151 0.4% 3% False True 1,261
20 123-190 120-120 3-070 2.7% 0-090 0.2% 3% False True 647
40 123-190 119-190 4-000 3.3% 0-052 0.1% 22% False False 324
60 123-190 115-280 7-230 6.4% 0-034 0.1% 60% False False 217
80 123-190 115-280 7-230 6.4% 0-026 0.1% 60% False False 163
100 123-190 114-080 9-110 7.8% 0-021 0.1% 67% False False 131
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-158
2.618 122-167
1.618 121-297
1.000 121-180
0.618 121-107
HIGH 120-310
0.618 120-237
0.500 120-215
0.382 120-193
LOW 120-120
0.618 120-003
1.000 119-250
1.618 119-133
2.618 118-263
4.250 117-272
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 120-215 121-065
PP 120-193 120-307
S1 120-172 120-228

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

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