ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 123-080 124-010 0-250 0.6% 122-240
High 124-180 125-030 0-170 0.4% 124-180
Low 123-070 124-000 0-250 0.6% 122-170
Close 124-120 124-280 0-160 0.4% 124-120
Range 1-110 1-030 -0-080 -18.6% 2-010
ATR 0-205 0-215 0-010 5.1% 0-000
Volume 1,720 2,261 541 31.5% 5,691
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 127-300 127-160 125-152
R3 126-270 126-130 125-056
R2 125-240 125-240 125-024
R1 125-100 125-100 124-312 125-170
PP 124-210 124-210 124-210 124-245
S1 124-070 124-070 124-248 124-140
S2 123-180 123-180 124-216
S3 122-150 123-040 124-184
S4 121-120 122-010 124-088
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
5 125-030 122-170 2-180 2.1% 0-254 0.6% 91% True False 1,522
10 125-030 122-130 2-220 2.2% 0-208 0.5% 92% True False 985
20 125-030 120-200 4-150 3.6% 0-212 0.5% 95% True False 1,108
40 125-030 120-120 4-230 3.8% 0-151 0.4% 95% True False 878
60 125-030 119-190 5-160 4.4% 0-105 0.3% 96% True False 586
80 125-030 115-280 9-070 7.4% 0-079 0.2% 98% True False 440
100 125-030 115-280 9-070 7.4% 0-063 0.2% 98% True False 352
120 125-030 114-080 10-270 8.7% 0-053 0.1% 98% True False 294
Crabel Price Patterns
NR True
NR4 False
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-238
2.618 127-306
1.618 126-276
1.000 126-060
0.618 125-246
HIGH 125-030
0.618 124-216
0.500 124-175
0.382 124-134
LOW 124-000
0.618 123-104
1.000 122-290
1.618 122-074
2.618 121-044
4.250 119-112
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 124-245 124-188
PP 124-210 124-097
S1 124-175 124-005

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

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