ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 123-140 123-140 0-000 0.0% 122-050
High 123-210 123-220 0-010 0.0% 123-270
Low 123-110 123-010 -0-100 -0.3% 122-050
Close 123-160 123-160 0-000 0.0% 123-140
Range 0-100 0-210 0-110 110.0% 1-220
ATR 0-195 0-196 0-001 0.6% 0-000
Volume 1,860 85 -1,775 -95.4% 4,340
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 125-120 125-030 123-276
R3 124-230 124-140 123-218
R2 124-020 124-020 123-198
R1 123-250 123-250 123-179 123-295
PP 123-130 123-130 123-130 123-152
S1 123-040 123-040 123-141 123-085
S2 122-240 122-240 123-122
S3 122-030 122-150 123-102
S4 121-140 121-260 123-044
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
5 123-220 122-270 0-270 0.7% 0-168 0.4% 78% True False 940
10 123-270 120-250 3-020 2.5% 0-217 0.5% 89% False False 1,106
20 123-270 120-120 3-150 2.8% 0-190 0.5% 90% False False 1,238
40 123-270 120-030 3-240 3.0% 0-111 0.3% 91% False False 634
60 123-270 117-270 6-000 4.9% 0-074 0.2% 94% False False 423
80 123-270 115-280 7-310 6.5% 0-056 0.1% 96% False False 318
100 123-270 115-210 8-060 6.6% 0-044 0.1% 96% False False 255
120 123-270 114-050 9-220 7.8% 0-037 0.1% 96% False False 212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-152
2.618 125-130
1.618 124-240
1.000 124-110
0.618 124-030
HIGH 123-220
0.618 123-140
0.500 123-115
0.382 123-090
LOW 123-010
0.618 122-200
1.000 122-120
1.618 121-310
2.618 121-100
4.250 120-078
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 123-145 123-135
PP 123-130 123-110
S1 123-115 123-085

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

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