ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 120-300 122-050 1-070 1.0% 120-230
High 122-130 123-020 0-210 0.5% 122-130
Low 120-300 122-050 1-070 1.0% 120-200
Close 122-070 123-020 0-270 0.7% 122-070
Range 1-150 0-290 -0-180 -38.3% 1-250
ATR 0-195 0-202 0-007 3.5% 0-000
Volume 3,132 1,401 -1,731 -55.3% 6,124
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 125-153 125-057 123-180
R3 124-183 124-087 123-100
R2 123-213 123-213 123-073
R1 123-117 123-117 123-047 123-165
PP 122-243 122-243 122-243 122-268
S1 122-147 122-147 122-313 122-195
S2 121-273 121-273 122-287
S3 120-303 121-177 122-260
S4 120-013 120-207 122-180
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
5 123-020 120-200 2-140 2.0% 0-248 0.6% 100% True False 1,505
10 123-190 120-120 3-070 2.6% 0-224 0.6% 83% False False 1,045
20 123-190 120-120 3-070 2.6% 0-152 0.4% 83% False False 1,022
40 123-190 120-020 3-170 2.9% 0-083 0.2% 85% False False 512
60 123-190 116-220 6-290 5.6% 0-055 0.1% 92% False False 342
80 123-190 115-280 7-230 6.3% 0-041 0.1% 93% False False 257
100 123-190 114-300 8-210 7.0% 0-033 0.1% 94% False False 206
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-292
2.618 125-139
1.618 124-169
1.000 123-310
0.618 123-199
HIGH 123-020
0.618 122-229
0.500 122-195
0.382 122-161
LOW 122-050
0.618 121-191
1.000 121-080
1.618 120-221
2.618 119-251
4.250 118-098
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 122-292 122-218
PP 122-243 122-097
S1 122-195 121-295

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

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