ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 120-100 120-170 0-070 0.2% 120-020
High 120-100 120-170 0-070 0.2% 120-020
Low 120-100 120-170 0-070 0.2% 119-190
Close 120-100 120-170 0-070 0.2% 120-020
Range
ATR 0-087 0-086 -0-001 -1.4% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 120-170 120-170 120-170
R3 120-170 120-170 120-170
R2 120-170 120-170 120-170
R1 120-170 120-170 120-170 120-170
PP 120-170 120-170 120-170 120-170
S1 120-170 120-170 120-170 120-170
S2 120-170 120-170 120-170
S3 120-170 120-170 120-170
S4 120-170 120-170 120-170
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 121-100 121-050 120-102
R3 120-270 120-220 120-061
R2 120-120 120-120 120-048
R1 120-070 120-070 120-034 120-095
PP 119-290 119-290 119-290 119-302
S1 119-240 119-240 120-006 119-265
S2 119-140 119-140 119-312
S3 118-310 119-090 119-299
S4 118-160 118-260 119-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-170 119-230 0-260 0.7% 0-000 0.0% 100% True False 1
10 120-170 119-030 1-140 1.2% 0-000 0.0% 100% True False 1
20 120-170 117-130 3-040 2.6% 0-000 0.0% 100% True False 1
40 120-170 115-280 4-210 3.9% 0-000 0.0% 100% True False 1
60 120-170 115-210 4-280 4.0% 0-000 0.0% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-170
2.618 120-170
1.618 120-170
1.000 120-170
0.618 120-170
HIGH 120-170
0.618 120-170
0.500 120-170
0.382 120-170
LOW 120-170
0.618 120-170
1.000 120-170
1.618 120-170
2.618 120-170
4.250 120-170
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 120-170 120-145
PP 120-170 120-120
S1 120-170 120-095

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

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