ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 122-240 122-170 -0-070 -0.2% 123-140
High 123-020 123-040 0-020 0.1% 123-220
Low 122-190 122-170 -0-020 -0.1% 122-130
Close 122-220 123-040 0-140 0.4% 122-290
Range 0-150 0-190 0-040 26.7% 1-090
ATR 0-187 0-187 0-000 0.1% 0-000
Volume 339 2,010 1,671 492.9% 3,759
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-227 124-163 123-144
R3 124-037 123-293 123-092
R2 123-167 123-167 123-075
R1 123-103 123-103 123-057 123-135
PP 122-297 122-297 122-297 122-312
S1 122-233 122-233 123-023 122-265
S2 122-107 122-107 123-005
S3 121-237 122-043 122-308
S4 121-047 121-173 122-256
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
5 123-130 122-130 1-000 0.8% 0-158 0.4% 72% False False 832
10 123-220 122-130 1-090 1.0% 0-163 0.4% 56% False False 886
20 123-270 120-120 3-150 2.8% 0-202 0.5% 79% False False 969
40 123-270 120-120 3-150 2.8% 0-131 0.3% 79% False False 738
60 123-270 118-250 5-020 4.1% 0-087 0.2% 86% False False 492
80 123-270 115-280 7-310 6.5% 0-065 0.2% 91% False False 370
100 123-270 115-280 7-310 6.5% 0-052 0.1% 91% False False 296
120 123-270 114-050 9-220 7.9% 0-044 0.1% 93% False False 247
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-208
2.618 124-217
1.618 124-027
1.000 123-230
0.618 123-157
HIGH 123-040
0.618 122-287
0.500 122-265
0.382 122-243
LOW 122-170
0.618 122-053
1.000 121-300
1.618 121-183
2.618 120-313
4.250 120-002
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 123-008 123-008
PP 122-297 122-297
S1 122-265 122-265

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

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