ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 118-245 118-115 -0-130 -0.3% 119-040
High 118-275 118-225 -0-050 -0.1% 119-150
Low 118-095 118-040 -0-055 -0.1% 118-090
Close 118-120 118-150 0-030 0.1% 118-310
Range 0-180 0-185 0-005 2.8% 1-060
ATR 0-236 0-233 -0-004 -1.6% 0-000
Volume 1,029,773 1,265,802 236,029 22.9% 5,171,605
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-053 119-287 118-252
R3 119-188 119-102 118-201
R2 119-003 119-003 118-184
R1 118-237 118-237 118-167 118-280
PP 118-138 118-138 118-138 118-160
S1 118-052 118-052 118-133 118-095
S2 117-273 117-273 118-116
S3 117-088 117-187 118-099
S4 116-223 117-002 118-048
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
5 119-145 118-040 1-105 1.1% 0-206 0.5% 26% False True 1,078,962
10 119-235 118-040 1-195 1.4% 0-202 0.5% 21% False True 1,043,106
20 121-265 118-040 3-225 3.1% 0-252 0.7% 9% False True 1,159,609
40 121-265 116-140 5-125 4.6% 0-240 0.6% 38% False False 900,708
60 121-265 116-040 5-225 4.8% 0-236 0.6% 41% False False 601,671
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 0-059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-051
2.618 120-069
1.618 119-204
1.000 119-090
0.618 119-019
HIGH 118-225
0.618 118-154
0.500 118-132
0.382 118-111
LOW 118-040
0.618 117-246
1.000 117-175
1.618 117-061
2.618 116-196
4.250 115-214
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 118-144 118-245
PP 118-138 118-213
S1 118-132 118-182

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

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