ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 119-065 118-250 -0-135 -0.4% 119-040
High 119-150 119-010 -0-140 -0.4% 119-150
Low 118-245 118-090 -0-155 -0.4% 118-090
Close 119-010 118-310 -0-020 -0.1% 118-310
Range 0-225 0-240 0-015 6.7% 1-060
ATR 0-246 0-245 0-000 -0.2% 0-000
Volume 1,283,835 1,189,760 -94,075 -7.3% 5,171,605
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 121-003 120-237 119-122
R3 120-083 119-317 119-056
R2 119-163 119-163 119-034
R1 119-077 119-077 119-012 119-120
PP 118-243 118-243 118-243 118-265
S1 118-157 118-157 118-288 118-200
S2 118-003 118-003 118-266
S3 117-083 117-237 118-244
S4 116-163 116-317 118-178
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-150 121-290 119-199
R3 121-090 120-230 119-094
R2 120-030 120-030 119-060
R1 119-170 119-170 119-025 119-070
PP 118-290 118-290 118-290 118-240
S1 118-110 118-110 118-275 118-010
S2 117-230 117-230 118-240
S3 116-170 117-050 118-206
S4 115-110 115-310 118-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-150 118-090 1-060 1.0% 0-203 0.5% 58% False True 1,034,321
10 120-235 118-090 2-145 2.1% 0-211 0.6% 28% False True 1,046,315
20 121-265 118-050 3-215 3.1% 0-262 0.7% 22% False False 1,174,415
40 121-265 116-040 5-225 4.8% 0-250 0.7% 50% False False 796,487
60 121-265 116-040 5-225 4.8% 0-234 0.6% 50% False False 531,608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-070
2.618 120-318
1.618 120-078
1.000 119-250
0.618 119-158
HIGH 119-010
0.618 118-238
0.500 118-210
0.382 118-182
LOW 118-090
0.618 117-262
1.000 117-170
1.618 117-022
2.618 116-102
4.250 115-030
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 118-277 118-300
PP 118-243 118-290
S1 118-210 118-280

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

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