ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 125-270 125-220 -0-050 -0.1% 122-240
High 126-060 127-070 1-010 0.8% 124-180
Low 125-190 125-170 -0-020 0.0% 122-170
Close 125-270 126-270 1-000 0.8% 124-120
Range 0-190 1-220 1-030 184.2% 2-010
ATR 0-222 0-245 0-023 10.2% 0-000
Volume 4,118 5,567 1,449 35.2% 5,691
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 131-190 130-290 127-247
R3 129-290 129-070 127-098
R2 128-070 128-070 127-049
R1 127-170 127-170 127-000 127-280
PP 126-170 126-170 126-170 126-225
S1 125-270 125-270 126-220 126-060
S2 124-270 124-270 126-171
S3 123-050 124-050 126-122
S4 121-150 122-150 125-293
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
5 127-070 123-070 4-000 3.2% 1-050 0.9% 91% True False 3,187
10 127-070 122-170 4-220 3.7% 0-258 0.6% 92% True False 2,050
20 127-070 120-300 6-090 5.0% 0-242 0.6% 94% True False 1,556
40 127-070 120-120 6-270 5.4% 0-178 0.4% 95% True False 1,176
60 127-070 119-230 7-160 5.9% 0-123 0.3% 95% True False 785
80 127-070 116-180 10-210 8.4% 0-092 0.2% 96% True False 589
100 127-070 115-280 11-110 8.9% 0-074 0.2% 97% True False 471
120 127-070 114-280 12-110 9.7% 0-062 0.2% 97% True False 393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 134-125
2.618 131-204
1.618 129-304
1.000 128-290
0.618 128-084
HIGH 127-070
0.618 126-184
0.500 126-120
0.382 126-056
LOW 125-170
0.618 124-156
1.000 123-270
1.618 122-256
2.618 121-036
4.250 118-115
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 126-220 126-183
PP 126-170 126-097
S1 126-120 126-010

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

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