ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 124-010 124-270 0-260 0.7% 122-240
High 125-030 125-290 0-260 0.6% 124-180
Low 124-000 124-270 0-270 0.7% 122-170
Close 124-280 125-240 0-280 0.7% 124-120
Range 1-030 1-020 -0-010 -2.9% 2-010
ATR 0-215 0-224 0-009 4.1% 0-000
Volume 2,261 2,270 9 0.4% 5,691
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 128-220 128-090 126-107
R3 127-200 127-070 126-014
R2 126-180 126-180 125-302
R1 126-050 126-050 125-271 126-115
PP 125-160 125-160 125-160 125-192
S1 125-030 125-030 125-209 125-095
S2 124-140 124-140 125-178
S3 123-120 124-010 125-146
S4 122-100 122-310 125-053
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
5 125-290 122-200 3-090 2.6% 0-284 0.7% 95% True False 1,574
10 125-290 122-130 3-160 2.8% 0-221 0.5% 96% True False 1,203
20 125-290 120-250 5-040 4.1% 0-219 0.5% 97% True False 1,154
40 125-290 120-120 5-170 4.4% 0-160 0.4% 97% True False 935
60 125-290 119-190 6-100 5.0% 0-111 0.3% 98% True False 624
80 125-290 115-280 10-010 8.0% 0-083 0.2% 98% True False 468
100 125-290 115-280 10-010 8.0% 0-066 0.2% 98% True False 375
120 125-290 114-080 11-210 9.3% 0-055 0.1% 99% True False 312
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 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-135
2.618 128-220
1.618 127-200
1.000 126-310
0.618 126-180
HIGH 125-290
0.618 125-160
0.500 125-120
0.382 125-080
LOW 124-270
0.618 124-060
1.000 123-250
1.618 123-040
2.618 122-020
4.250 120-105
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 125-200 125-113
PP 125-160 124-307
S1 125-120 124-180

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

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