ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 120-230 121-040 0-130 0.3% 123-150
High 121-080 121-200 0-120 0.3% 123-190
Low 120-200 121-040 0-160 0.4% 120-120
Close 121-050 121-150 0-100 0.3% 120-150
Range 0-200 0-160 -0-040 -20.0% 3-070
ATR 0-171 0-170 -0-001 -0.5% 0-000
Volume 1,347 1,373 26 1.9% 2,934
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 122-290 122-220 121-238
R3 122-130 122-060 121-194
R2 121-290 121-290 121-179
R1 121-220 121-220 121-165 121-255
PP 121-130 121-130 121-130 121-148
S1 121-060 121-060 121-135 121-095
S2 120-290 120-290 121-121
S3 120-130 120-220 121-106
S4 119-290 120-060 121-062
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
5 122-010 120-120 1-210 1.4% 0-214 0.6% 66% False False 1,101
10 123-190 120-120 3-070 2.6% 0-179 0.5% 34% False False 1,506
20 123-190 120-120 3-070 2.6% 0-108 0.3% 34% False False 783
40 123-190 119-190 4-000 3.3% 0-061 0.2% 47% False False 392
60 123-190 115-300 7-210 6.3% 0-040 0.1% 72% False False 262
80 123-190 115-280 7-230 6.4% 0-030 0.1% 72% False False 197
100 123-190 114-220 8-290 7.3% 0-024 0.1% 76% False False 158
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-240
2.618 122-299
1.618 122-139
1.000 122-040
0.618 121-299
HIGH 121-200
0.618 121-139
0.500 121-120
0.382 121-101
LOW 121-040
0.618 120-261
1.000 120-200
1.618 120-101
2.618 119-261
4.250 119-000
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 121-140 121-100
PP 121-130 121-050
S1 121-120 121-000

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

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