ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 123-130 123-010 -0-120 -0.3% 122-050
High 123-130 123-080 -0-050 -0.1% 123-270
Low 123-040 122-130 -0-230 -0.6% 122-050
Close 123-060 122-180 -0-200 -0.5% 123-140
Range 0-090 0-270 0-180 200.0% 1-220
ATR 0-190 0-196 0-006 3.0% 0-000
Volume 443 776 333 75.2% 4,340
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 125-087 124-243 123-008
R3 124-137 123-293 122-254
R2 123-187 123-187 122-230
R1 123-023 123-023 122-205 122-290
PP 122-237 122-237 122-237 122-210
S1 122-073 122-073 122-155 122-020
S2 121-287 121-287 122-130
S3 121-017 121-123 122-106
S4 120-067 120-173 122-032
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
5 123-220 122-130 1-090 1.0% 0-172 0.4% 12% False True 711
10 123-270 120-300 2-290 2.4% 0-225 0.6% 56% False False 1,063
20 123-270 120-120 3-150 2.8% 0-198 0.5% 63% False False 1,298
40 123-270 120-030 3-240 3.1% 0-120 0.3% 66% False False 665
60 123-270 117-300 5-290 4.8% 0-080 0.2% 78% False False 443
80 123-270 115-280 7-310 6.5% 0-060 0.2% 84% False False 333
100 123-270 115-210 8-060 6.7% 0-048 0.1% 84% False False 267
120 123-270 114-050 9-220 7.9% 0-040 0.1% 87% False False 222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-268
2.618 125-147
1.618 124-197
1.000 124-030
0.618 123-247
HIGH 123-080
0.618 122-297
0.500 122-265
0.382 122-233
LOW 122-130
0.618 121-283
1.000 121-180
1.618 121-013
2.618 120-063
4.250 118-262
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 122-265 123-015
PP 122-237 122-283
S1 122-208 122-232

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

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