ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 118-090 119-030 0-260 0.7% 119-000
High 119-095 119-135 0-040 0.1% 119-145
Low 118-080 118-240 0-160 0.4% 117-295
Close 119-030 119-125 0-095 0.2% 118-120
Range 1-015 0-215 -0-120 -35.8% 1-170
ATR 0-232 0-231 -0-001 -0.5% 0-000
Volume 1,240,244 1,089,312 -150,932 -12.2% 5,104,842
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 121-065 120-310 119-243
R3 120-170 120-095 119-184
R2 119-275 119-275 119-164
R1 119-200 119-200 119-145 119-238
PP 119-060 119-060 119-060 119-079
S1 118-305 118-305 119-105 119-022
S2 118-165 118-165 119-086
S3 117-270 118-090 119-066
S4 117-055 117-195 119-007
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 123-057 122-098 119-070
R3 121-207 120-248 118-255
R2 120-037 120-037 118-210
R1 119-078 119-078 118-165 118-292
PP 118-187 118-187 118-187 118-134
S1 117-228 117-228 118-075 117-122
S2 117-017 117-017 118-030
S3 115-167 116-058 117-305
S4 113-317 114-208 117-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-135 117-295 1-160 1.3% 0-215 0.6% 98% True False 1,040,274
10 119-150 117-295 1-175 1.3% 0-214 0.6% 95% False False 1,061,421
20 121-250 117-295 3-275 3.2% 0-222 0.6% 38% False False 1,053,450
40 121-265 116-280 4-305 4.1% 0-242 0.6% 51% False False 997,667
60 121-265 116-040 5-225 4.8% 0-238 0.6% 57% False False 667,180
Crabel Price Patterns
NR True
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-089
2.618 121-058
1.618 120-163
1.000 120-030
0.618 119-268
HIGH 119-135
0.618 119-053
0.500 119-028
0.382 119-002
LOW 118-240
0.618 118-107
1.000 118-025
1.618 117-212
2.618 116-317
4.250 115-286
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 119-092 119-056
PP 119-060 118-307
S1 119-028 118-238

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

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