ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	122-300	123-120	0-140	0.4%	120-230
High	123-150	123-120	-0-030	-0.1%	122-130
Low	122-290	122-280	-0-010	0.0%	120-200
Close	123-110	122-310	-0-120	-0.3%	122-070
Range	0-180	0-160	-0-020	-11.1%	1-250
ATR	0-206	0-203	-0-003	-1.6%	0-000
Volume	1,466	900	-566	-38.6%	6,124

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-183	124-087	123-078
R3	124-023	123-247	123-034
R2	123-183	123-183	123-019
R1	123-087	123-087	123-005	123-055
PP	123-023	123-023	123-023	123-008
S1	122-247	122-247	122-295	122-215
S2	122-183	122-183	122-281
S3	122-023	122-087	122-266
S4	121-183	121-247	122-222

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-030	126-140	123-064
R3	125-100	124-210	122-227
R2	123-170	123-170	122-174
R1	122-280	122-280	122-122	123-065
PP	121-240	121-240	121-240	121-292
S1	121-030	121-030	122-018	121-135
S2	119-310	119-310	121-286
S3	118-060	119-100	121-233
S4	116-130	117-170	121-076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-270	120-300	2-290	2.4%	0-278	0.7%	70%	False	False	1,416
10	123-270	120-120	3-150	2.8%	0-238	0.6%	75%	False	False	1,284
20	123-270	120-120	3-150	2.8%	0-179	0.5%	75%	False	False	1,148
40	123-270	120-030	3-240	3.0%	0-098	0.3%	77%	False	False	576
60	123-270	117-130	6-140	5.2%	0-066	0.2%	86%	False	False	384
80	123-270	115-280	7-310	6.5%	0-049	0.1%	89%	False	False	289
100	123-270	115-210	8-060	6.7%	0-039	0.1%	89%	False	False	231

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-160
2.618	124-219
1.618	124-059
1.000	123-280
0.618	123-219
HIGH	123-120
0.618	123-059
0.500	123-040
0.382	123-021
LOW	122-280
0.618	122-181
1.000	122-120
1.618	122-021
2.618	121-181
4.250	120-240

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	123-040	123-115
PP	123-023	123-073
S1	123-007	123-032

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols