ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 123-010 122-200 -0-130 -0.3% 123-140
High 123-080 122-290 -0-110 -0.3% 123-220
Low 122-130 122-200 0-070 0.2% 122-130
Close 122-180 122-290 0-110 0.3% 122-290
Range 0-270 0-090 -0-180 -66.7% 1-090
ATR 0-196 0-190 -0-006 -3.1% 0-000
Volume 776 595 -181 -23.3% 3,759
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-210 123-180 123-020
R3 123-120 123-090 122-315
R2 123-030 123-030 122-306
R1 123-000 123-000 122-298 123-015
PP 122-260 122-260 122-260 122-268
S1 122-230 122-230 122-282 122-245
S2 122-170 122-170 122-274
S3 122-080 122-140 122-265
S4 121-310 122-050 122-240
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-270 126-050 123-196
R3 125-180 124-280 123-083
R2 124-090 124-090 123-045
R1 123-190 123-190 123-008 123-095
PP 123-000 123-000 123-000 122-272
S1 122-100 122-100 122-252 122-005
S2 121-230 121-230 122-215
S3 120-140 121-010 122-177
S4 119-050 119-240 122-064
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% 0-152 0.4% 39% False False 751
10 123-270 122-050 1-220 1.4% 0-187 0.5% 44% False False 809
20 123-270 120-120 3-150 2.8% 0-202 0.5% 73% False False 887
40 123-270 120-120 3-150 2.8% 0-122 0.3% 73% False False 680
60 123-270 118-070 5-200 4.6% 0-082 0.2% 83% False False 453
80 123-270 115-280 7-310 6.5% 0-061 0.2% 88% False False 340
100 123-270 115-210 8-060 6.7% 0-049 0.1% 89% False False 273
120 123-270 114-050 9-220 7.9% 0-041 0.1% 90% False False 227
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-032
2.618 123-206
1.618 123-116
1.000 123-060
0.618 123-026
HIGH 122-290
0.618 122-256
0.500 122-245
0.382 122-234
LOW 122-200
0.618 122-144
1.000 122-110
1.618 122-054
2.618 121-284
4.250 121-138
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 122-275 122-290
PP 122-260 122-290
S1 122-245 122-290

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

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