ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 123-120 122-270 -0-170 -0.4% 122-050
High 123-120 123-140 0-020 0.1% 123-270
Low 122-280 122-270 -0-010 0.0% 122-050
Close 122-310 123-140 0-150 0.4% 123-140
Range 0-160 0-190 0-030 18.8% 1-220
ATR 0-203 0-202 -0-001 -0.4% 0-000
Volume 900 392 -508 -56.4% 4,340
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 125-007 124-263 123-244
R3 124-137 124-073 123-192
R2 123-267 123-267 123-175
R1 123-203 123-203 123-157 123-235
PP 123-077 123-077 123-077 123-092
S1 123-013 123-013 123-123 123-045
S2 122-207 122-207 123-105
S3 122-017 122-143 123-088
S4 121-147 121-273 123-036
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 128-067 127-163 124-117
R3 126-167 125-263 123-288
R2 124-267 124-267 123-239
R1 124-043 124-043 123-190 124-155
PP 123-047 123-047 123-047 123-102
S1 122-143 122-143 123-090 122-255
S2 121-147 121-147 123-041
S3 119-247 120-243 122-312
S4 118-027 119-023 122-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-270 122-050 1-220 1.4% 0-222 0.6% 76% False False 868
10 123-270 120-120 3-150 2.8% 0-225 0.6% 88% False False 1,322
20 123-270 120-120 3-150 2.8% 0-178 0.5% 88% False False 1,166
40 123-270 120-030 3-240 3.0% 0-103 0.3% 89% False False 586
60 123-270 117-130 6-140 5.2% 0-069 0.2% 94% False False 391
80 123-270 115-280 7-310 6.5% 0-052 0.1% 95% False False 293
100 123-270 115-210 8-060 6.6% 0-041 0.1% 95% False False 235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-308
2.618 124-317
1.618 124-127
1.000 124-010
0.618 123-257
HIGH 123-140
0.618 123-067
0.500 123-045
0.382 123-023
LOW 122-270
0.618 122-153
1.000 122-080
1.618 121-283
2.618 121-093
4.250 120-102
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 123-108 123-110
PP 123-077 123-080
S1 123-045 123-050

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

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