ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	123-130	123-010	-0-120	-0.3%	122-050
High	123-130	123-080	-0-050	-0.1%	123-270
Low	123-040	122-130	-0-230	-0.6%	122-050
Close	123-060	122-180	-0-200	-0.5%	123-140
Range	0-090	0-270	0-180	200.0%	1-220
ATR	0-190	0-196	0-006	3.0%	0-000
Volume	443	776	333	75.2%	4,340

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-087	124-243	123-008
R3	124-137	123-293	122-254
R2	123-187	123-187	122-230
R1	123-023	123-023	122-205	122-290
PP	122-237	122-237	122-237	122-210
S1	122-073	122-073	122-155	122-020
S2	121-287	121-287	122-130
S3	121-017	121-123	122-106
S4	120-067	120-173	122-032

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-067	127-163	124-117
R3	126-167	125-263	123-288
R2	124-267	124-267	123-239
R1	124-043	124-043	123-190	124-155
PP	123-047	123-047	123-047	123-102
S1	122-143	122-143	123-090	122-255
S2	121-147	121-147	123-041
S3	119-247	120-243	122-312
S4	118-027	119-023	122-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-220	122-130	1-090	1.0%	0-172	0.4%	12%	False	True	711
10	123-270	120-300	2-290	2.4%	0-225	0.6%	56%	False	False	1,063
20	123-270	120-120	3-150	2.8%	0-198	0.5%	63%	False	False	1,298
40	123-270	120-030	3-240	3.1%	0-120	0.3%	66%	False	False	665
60	123-270	117-300	5-290	4.8%	0-080	0.2%	78%	False	False	443
80	123-270	115-280	7-310	6.5%	0-060	0.2%	84%	False	False	333
100	123-270	115-210	8-060	6.7%	0-048	0.1%	84%	False	False	267
120	123-270	114-050	9-220	7.9%	0-040	0.1%	87%	False	False	222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	126-268
2.618	125-147
1.618	124-197
1.000	124-030
0.618	123-247
HIGH	123-080
0.618	122-297
0.500	122-265
0.382	122-233
LOW	122-130
0.618	121-283
1.000	121-180
1.618	121-013
2.618	120-063
4.250	118-262

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	122-265	123-015
PP	122-237	122-283
S1	122-208	122-232

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