ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 122-050 123-000 0-270 0.7% 120-230
High 123-020 123-270 0-250 0.6% 122-130
Low 122-050 122-300 0-250 0.6% 120-200
Close 123-020 123-050 0-030 0.1% 122-070
Range 0-290 0-290 0-000 0.0% 1-250
ATR 0-202 0-208 0-006 3.1% 0-000
Volume 1,401 181 -1,220 -87.1% 6,124
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-010 125-160 123-210
R3 125-040 124-190 123-130
R2 124-070 124-070 123-103
R1 123-220 123-220 123-077 123-305
PP 123-100 123-100 123-100 123-142
S1 122-250 122-250 123-023 123-015
S2 122-130 122-130 122-317
S3 121-160 121-280 122-290
S4 120-190 120-310 122-210
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
5 123-270 120-250 3-020 2.5% 0-266 0.7% 78% True False 1,271
10 123-270 120-120 3-150 2.8% 0-242 0.6% 80% True False 1,052
20 123-270 120-120 3-150 2.8% 0-166 0.4% 80% True False 1,031
40 123-270 120-030 3-240 3.0% 0-090 0.2% 82% True False 517
60 123-270 117-100 6-170 5.3% 0-060 0.2% 89% True False 345
80 123-270 115-280 7-310 6.5% 0-045 0.1% 91% True False 259
100 123-270 115-120 8-150 6.9% 0-036 0.1% 92% True False 208
Crabel Price Patterns
NR False
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 0-012
Fibonacci Retracements and Extensions
4.250 127-222
2.618 126-069
1.618 125-099
1.000 124-240
0.618 124-129
HIGH 123-270
0.618 123-159
0.500 123-125
0.382 123-091
LOW 122-300
0.618 122-121
1.000 122-010
1.618 121-151
2.618 120-181
4.250 119-028
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 123-125 122-288
PP 123-100 122-207
S1 123-075 122-125

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

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