ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 122-300 122-310 0-010 0.0% 123-140
High 123-080 123-080 0-000 0.0% 123-220
Low 122-200 122-300 0-100 0.3% 122-130
Close 122-260 123-030 0-090 0.2% 122-290
Range 0-200 0-100 -0-100 -50.0% 1-090
ATR 0-188 0-185 -0-003 -1.8% 0-000
Volume 485 1,137 652 134.4% 3,759
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-010 123-280 123-085
R3 123-230 123-180 123-058
R2 123-130 123-130 123-048
R1 123-080 123-080 123-039 123-105
PP 123-030 123-030 123-030 123-042
S1 122-300 122-300 123-021 123-005
S2 122-250 122-250 123-012
S3 122-150 122-200 123-002
S4 122-050 122-100 122-295
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
5 123-080 122-170 0-230 0.6% 0-146 0.4% 78% True False 913
10 123-220 122-130 1-090 1.0% 0-159 0.4% 54% False False 812
20 123-270 120-120 3-150 2.8% 0-198 0.5% 78% False False 1,048
40 123-270 120-120 3-150 2.8% 0-132 0.3% 78% False False 778
60 123-270 119-030 4-240 3.9% 0-092 0.2% 84% False False 519
80 123-270 115-280 7-310 6.5% 0-069 0.2% 91% False False 390
100 123-270 115-280 7-310 6.5% 0-055 0.1% 91% False False 312
120 123-270 114-050 9-220 7.9% 0-046 0.1% 92% False False 260
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-185
2.618 124-022
1.618 123-242
1.000 123-180
0.618 123-142
HIGH 123-080
0.618 123-042
0.500 123-030
0.382 123-018
LOW 122-300
0.618 122-238
1.000 122-200
1.618 122-138
2.618 122-038
4.250 121-195
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 123-030 123-008
PP 123-030 122-307
S1 123-030 122-285

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

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