ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 121-050 120-300 -0-070 -0.2% 120-230
High 121-050 122-130 1-080 1.0% 122-130
Low 120-250 120-300 0-050 0.1% 120-200
Close 120-300 122-070 1-090 1.1% 122-070
Range 0-120 1-150 1-030 291.7% 1-250
ATR 0-174 0-195 0-021 12.2% 0-000
Volume 272 3,132 2,860 1,051.5% 6,124
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-083 125-227 123-008
R3 124-253 124-077 122-199
R2 123-103 123-103 122-156
R1 122-247 122-247 122-113 123-015
PP 121-273 121-273 121-273 121-318
S1 121-097 121-097 122-027 121-185
S2 120-123 120-123 121-304
S3 118-293 119-267 121-261
S4 117-143 118-117 121-132
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 127-030 126-140 123-064
R3 125-100 124-210 122-227
R2 123-170 123-170 122-174
R1 122-280 122-280 122-122 123-065
PP 121-240 121-240 121-240 121-292
S1 121-030 121-030 122-018 121-135
S2 119-310 119-310 121-286
S3 118-060 119-100 121-233
S4 116-130 117-170 121-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-130 120-120 2-010 1.7% 0-228 0.6% 91% True False 1,776
10 123-190 120-120 3-070 2.6% 0-217 0.6% 57% False False 965
20 123-190 120-120 3-070 2.6% 0-138 0.4% 57% False False 952
40 123-190 119-230 3-280 3.2% 0-076 0.2% 65% False False 477
60 123-190 116-220 6-290 5.7% 0-050 0.1% 80% False False 319
80 123-190 115-280 7-230 6.3% 0-038 0.1% 82% False False 239
100 123-190 114-300 8-210 7.1% 0-030 0.1% 84% False False 192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 128-208
2.618 126-080
1.618 124-250
1.000 123-280
0.618 123-100
HIGH 122-130
0.618 121-270
0.500 121-215
0.382 121-160
LOW 120-300
0.618 120-010
1.000 119-150
1.618 118-180
2.618 117-030
4.250 114-222
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 122-012 122-003
PP 121-273 121-257
S1 121-215 121-190

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

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