ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 122-290 122-010 -0-280 -0.7% 122-230
High 122-300 122-010 -0-290 -0.7% 123-170
Low 122-120 121-130 -0-310 -0.8% 122-040
Close 121-300 121-130 -0-170 -0.4% 123-120
Range 0-180 0-200 0-020 11.1% 1-130
ATR 0-147 0-151 0-004 2.6% 0-000
Volume 30 14 -16 -53.3% 9,678
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-157 123-023 121-240
R3 122-277 122-143 121-185
R2 122-077 122-077 121-167
R1 121-263 121-263 121-148 121-230
PP 121-197 121-197 121-197 121-180
S1 121-063 121-063 121-112 121-030
S2 120-317 120-317 121-093
S3 120-117 120-183 121-075
S4 119-237 119-303 121-020
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
5 123-190 121-130 2-060 1.8% 0-144 0.4% 0% False True 1,915
10 123-190 121-130 2-060 1.8% 0-120 0.3% 0% False True 1,011
20 123-190 121-060 2-130 2.0% 0-064 0.2% 9% False False 509
40 123-190 119-030 4-160 3.7% 0-039 0.1% 51% False False 255
60 123-190 115-280 7-230 6.4% 0-026 0.1% 72% False False 171
80 123-190 115-280 7-230 6.4% 0-020 0.1% 72% False False 128
100 123-190 114-050 9-140 7.8% 0-016 0.0% 77% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 124-220
2.618 123-214
1.618 123-014
1.000 122-210
0.618 122-134
HIGH 122-010
0.618 121-254
0.500 121-230
0.382 121-206
LOW 121-130
0.618 121-006
1.000 120-250
1.618 120-126
2.618 119-246
4.250 118-240
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 121-230 122-160
PP 121-197 122-043
S1 121-163 121-247

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

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