ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 122-310 123-080 0-090 0.2% 122-240
High 123-080 124-180 1-100 1.1% 124-180
Low 122-300 123-070 0-090 0.2% 122-170
Close 123-030 124-120 1-090 1.0% 124-120
Range 0-100 1-110 1-010 330.0% 2-010
ATR 0-185 0-205 0-020 11.0% 0-000
Volume 1,137 1,720 583 51.3% 5,691
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 128-027 127-183 125-036
R3 126-237 126-073 124-238
R2 125-127 125-127 124-199
R1 124-283 124-283 124-159 125-045
PP 124-017 124-017 124-017 124-058
S1 123-173 123-173 124-081 123-255
S2 122-227 122-227 124-041
S3 121-117 122-063 124-002
S4 120-007 120-273 123-204
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 129-293 129-057 125-158
R3 127-283 127-047 124-299
R2 125-273 125-273 124-239
R1 125-037 125-037 124-180 125-155
PP 123-263 123-263 123-263 124-002
S1 123-027 123-027 124-060 123-145
S2 121-253 121-253 124-001
S3 119-243 121-017 123-261
S4 117-233 119-007 123-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-180 122-170 2-010 1.6% 0-214 0.5% 91% True False 1,138
10 124-180 122-130 2-050 1.7% 0-183 0.5% 91% True False 945
20 124-180 120-120 4-060 3.4% 0-204 0.5% 96% True False 1,133
40 124-180 120-120 4-060 3.4% 0-142 0.4% 96% True False 821
60 124-180 119-030 5-150 4.4% 0-099 0.2% 97% True False 548
80 124-180 115-280 8-220 7.0% 0-074 0.2% 98% True False 411
100 124-180 115-280 8-220 7.0% 0-060 0.1% 98% True False 329
120 124-180 114-050 10-130 8.4% 0-050 0.1% 98% True False 275
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 0-035
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 130-088
2.618 128-026
1.618 126-236
1.000 125-290
0.618 125-126
HIGH 124-180
0.618 124-016
0.500 123-285
0.382 123-234
LOW 123-070
0.618 122-124
1.000 121-280
1.618 121-014
2.618 119-224
4.250 117-162
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 124-068 124-037
PP 124-017 123-273
S1 123-285 123-190

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

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