ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 122-200 122-240 0-040 0.1% 123-140
High 122-290 123-020 0-050 0.1% 123-220
Low 122-200 122-190 -0-010 0.0% 122-130
Close 122-290 122-220 -0-070 -0.2% 122-290
Range 0-090 0-150 0-060 66.7% 1-090
ATR 0-190 0-187 -0-003 -1.5% 0-000
Volume 595 339 -256 -43.0% 3,759
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-060 123-290 122-302
R3 123-230 123-140 122-261
R2 123-080 123-080 122-248
R1 122-310 122-310 122-234 122-280
PP 122-250 122-250 122-250 122-235
S1 122-160 122-160 122-206 122-130
S2 122-100 122-100 122-192
S3 121-270 122-010 122-179
S4 121-120 121-180 122-138
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% 0-162 0.4% 22% False False 447
10 123-270 122-130 1-140 1.2% 0-173 0.4% 20% False False 703
20 123-270 120-120 3-150 2.8% 0-198 0.5% 67% False False 874
40 123-270 120-120 3-150 2.8% 0-126 0.3% 67% False False 688
60 123-270 118-220 5-050 4.2% 0-084 0.2% 78% False False 459
80 123-270 115-280 7-310 6.5% 0-063 0.2% 85% False False 345
100 123-270 115-210 8-060 6.7% 0-050 0.1% 86% False False 276
120 123-270 114-050 9-220 7.9% 0-042 0.1% 88% False False 230
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-018
2.618 124-093
1.618 123-263
1.000 123-170
0.618 123-113
HIGH 123-020
0.618 122-283
0.500 122-265
0.382 122-247
LOW 122-190
0.618 122-097
1.000 122-040
1.618 121-267
2.618 121-117
4.250 120-192
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 122-265 122-265
PP 122-250 122-250
S1 122-235 122-235

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

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