ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 123-150 122-290 -0-180 -0.5% 122-230
High 123-190 122-300 -0-210 -0.5% 123-170
Low 123-080 122-120 -0-280 -0.7% 122-040
Close 123-010 121-300 -1-030 -0.9% 123-120
Range 0-110 0-180 0-070 63.6% 1-130
ATR 0-142 0-147 0-005 3.4% 0-000
Volume 118 30 -88 -74.6% 9,678
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 124-033 123-187 122-079
R3 123-173 123-007 122-030
R2 122-313 122-313 122-013
R1 122-147 122-147 121-316 122-140
PP 122-133 122-133 122-133 122-130
S1 121-287 121-287 121-284 121-280
S2 121-273 121-273 121-267
S3 121-093 121-107 121-250
S4 120-233 120-247 121-201
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-073 126-227 124-048
R3 125-263 125-097 123-244
R2 124-133 124-133 123-202
R1 123-287 123-287 123-161 124-050
PP 123-003 123-003 123-003 123-045
S1 122-157 122-157 123-079 122-240
S2 121-193 121-193 123-038
S3 120-063 121-027 122-316
S4 118-253 119-217 122-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 122-040 1-150 1.2% 0-144 0.4% -13% False False 1,912
10 123-190 122-040 1-150 1.2% 0-100 0.3% -13% False False 1,013
20 123-190 121-060 2-130 2.0% 0-062 0.2% 31% False False 509
40 123-190 119-000 4-190 3.8% 0-034 0.1% 64% False False 255
60 123-190 115-280 7-230 6.3% 0-023 0.1% 79% False False 170
80 123-190 115-280 7-230 6.3% 0-017 0.0% 79% False False 128
100 123-190 114-050 9-140 7.7% 0-014 0.0% 82% False False 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-105
2.618 124-131
1.618 123-271
1.000 123-160
0.618 123-091
HIGH 122-300
0.618 122-231
0.500 122-210
0.382 122-189
LOW 122-120
0.618 122-009
1.000 121-260
1.618 121-149
2.618 120-289
4.250 119-315
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 122-210 122-315
PP 122-133 122-203
S1 122-057 122-092

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

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