ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 124-270 125-270 1-000 0.8% 122-240
High 125-290 126-060 0-090 0.2% 124-180
Low 124-270 125-190 0-240 0.6% 122-170
Close 125-240 125-270 0-030 0.1% 124-120
Range 1-020 0-190 -0-150 -44.1% 2-010
ATR 0-224 0-222 -0-002 -1.1% 0-000
Volume 2,270 4,118 1,848 81.4% 5,691
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 127-210 127-110 126-054
R3 127-020 126-240 126-002
R2 126-150 126-150 125-305
R1 126-050 126-050 125-287 126-045
PP 125-280 125-280 125-280 125-278
S1 125-180 125-180 125-253 125-175
S2 125-090 125-090 125-235
S3 124-220 124-310 125-218
S4 124-030 124-120 125-166
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
5 126-060 122-300 3-080 2.6% 0-282 0.7% 89% True False 2,301
10 126-060 122-130 3-250 3.0% 0-231 0.6% 91% True False 1,571
20 126-060 120-250 5-130 4.3% 0-220 0.5% 94% True False 1,292
40 126-060 120-120 5-260 4.6% 0-164 0.4% 94% True False 1,037
60 126-060 119-190 6-190 5.2% 0-114 0.3% 95% True False 692
80 126-060 115-300 10-080 8.1% 0-086 0.2% 97% True False 519
100 126-060 115-280 10-100 8.2% 0-068 0.2% 97% True False 416
120 126-060 114-220 11-160 9.1% 0-057 0.1% 97% True False 347
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 0-033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-228
2.618 127-237
1.618 127-047
1.000 126-250
0.618 126-177
HIGH 126-060
0.618 125-307
0.500 125-285
0.382 125-263
LOW 125-190
0.618 125-073
1.000 125-000
1.618 124-203
2.618 124-013
4.250 123-022
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 125-285 125-190
PP 125-280 125-110
S1 125-275 125-030

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

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