ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 119-015 119-255 0-240 0.6% 118-075
High 119-295 120-080 0-105 0.3% 119-295
Low 119-015 119-165 0-150 0.4% 118-020
Close 119-260 120-060 0-120 0.3% 119-260
Range 0-280 0-235 -0-045 -16.1% 1-275
ATR 0-234 0-234 0-000 0.0% 0-000
Volume 1,063,081 1,404,372 341,291 32.1% 5,427,928
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-060 121-295 120-189
R3 121-145 121-060 120-125
R2 120-230 120-230 120-103
R1 120-145 120-145 120-082 120-188
PP 119-315 119-315 119-315 120-016
S1 119-230 119-230 120-038 119-272
S2 119-080 119-080 120-017
S3 118-165 118-315 119-315
S4 117-250 118-080 119-251
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 124-270 124-060 120-267
R3 122-315 122-105 120-104
R2 121-040 121-040 120-049
R1 120-150 120-150 119-315 120-255
PP 119-085 119-085 119-085 119-138
S1 118-195 118-195 119-205 118-300
S2 117-130 117-130 119-151
S3 115-175 116-240 119-096
S4 113-220 114-285 118-253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-080 118-080 2-000 1.7% 0-258 0.7% 97% True False 1,225,215
10 120-080 117-295 2-105 1.9% 0-224 0.6% 97% True False 1,113,668
20 120-145 117-295 2-170 2.1% 0-212 0.6% 90% False False 1,066,610
40 121-265 117-180 4-085 3.5% 0-246 0.6% 62% False False 1,089,828
60 121-265 116-040 5-225 4.7% 0-240 0.6% 71% False False 730,405
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 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-119
2.618 122-055
1.618 121-140
1.000 120-315
0.618 120-225
HIGH 120-080
0.618 119-310
0.500 119-282
0.382 119-255
LOW 119-165
0.618 119-020
1.000 118-250
1.618 118-105
2.618 117-190
4.250 116-126
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 120-028 120-002
PP 119-315 119-265
S1 119-282 119-208

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

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