ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 123-000 122-300 -0-020 -0.1% 120-230
High 123-270 123-150 -0-120 -0.3% 122-130
Low 122-300 122-290 -0-010 0.0% 120-200
Close 123-050 123-110 0-060 0.2% 122-070
Range 0-290 0-180 -0-110 -37.9% 1-250
ATR 0-208 0-206 -0-002 -1.0% 0-000
Volume 181 1,466 1,285 709.9% 6,124
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-297 124-223 123-209
R3 124-117 124-043 123-160
R2 123-257 123-257 123-143
R1 123-183 123-183 123-126 123-220
PP 123-077 123-077 123-077 123-095
S1 123-003 123-003 123-094 123-040
S2 122-217 122-217 123-077
S3 122-037 122-143 123-060
S4 121-177 121-283 123-011
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% 0-270 0.7% 84% False False 1,290
10 123-270 120-120 3-150 2.8% 0-242 0.6% 86% False False 1,195
20 123-270 120-120 3-150 2.8% 0-171 0.4% 86% False False 1,104
40 123-270 120-030 3-240 3.0% 0-094 0.2% 87% False False 554
60 123-270 117-130 6-140 5.2% 0-063 0.2% 92% False False 369
80 123-270 115-280 7-310 6.5% 0-047 0.1% 94% False False 277
100 123-270 115-130 8-140 6.8% 0-038 0.1% 94% False False 222
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-275
2.618 124-301
1.618 124-121
1.000 124-010
0.618 123-261
HIGH 123-150
0.618 123-081
0.500 123-060
0.382 123-039
LOW 122-290
0.618 122-179
1.000 122-110
1.618 121-319
2.618 121-139
4.250 120-165
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 123-093 123-073
PP 123-077 123-037
S1 123-060 123-000

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

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