ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 123-140 123-130 -0-010 0.0% 122-050
High 123-220 123-130 -0-090 -0.2% 123-270
Low 123-010 123-040 0-030 0.1% 122-050
Close 123-160 123-060 -0-100 -0.3% 123-140
Range 0-210 0-090 -0-120 -57.1% 1-220
ATR 0-196 0-190 -0-005 -2.8% 0-000
Volume 85 443 358 421.2% 4,340
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-027 123-293 123-110
R3 123-257 123-203 123-085
R2 123-167 123-167 123-076
R1 123-113 123-113 123-068 123-095
PP 123-077 123-077 123-077 123-068
S1 123-023 123-023 123-052 123-005
S2 122-307 122-307 123-044
S3 122-217 122-253 123-035
S4 122-127 122-163 123-010
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% 0-150 0.4% 41% False False 736
10 123-270 120-250 3-020 2.5% 0-210 0.5% 79% False False 1,013
20 123-270 120-120 3-150 2.8% 0-194 0.5% 81% False False 1,260
40 123-270 120-030 3-240 3.0% 0-113 0.3% 83% False False 645
60 123-270 117-300 5-290 4.8% 0-076 0.2% 89% False False 431
80 123-270 115-280 7-310 6.5% 0-057 0.1% 92% False False 323
100 123-270 115-210 8-060 6.6% 0-045 0.1% 92% False False 259
120 123-270 114-050 9-220 7.9% 0-038 0.1% 93% False False 216
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 124-192
2.618 124-046
1.618 123-276
1.000 123-220
0.618 123-186
HIGH 123-130
0.618 123-096
0.500 123-085
0.382 123-074
LOW 123-040
0.618 122-304
1.000 122-270
1.618 122-214
2.618 122-124
4.250 121-298
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 123-085 123-115
PP 123-077 123-097
S1 123-068 123-078

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

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