ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 120-035 120-055 0-020 0.1% 118-075
High 120-115 120-060 -0-055 -0.1% 119-295
Low 119-275 119-255 -0-020 -0.1% 118-020
Close 120-080 119-290 -0-110 -0.3% 119-260
Range 0-160 0-125 -0-035 -21.9% 1-275
ATR 0-229 0-223 -0-006 -2.6% 0-000
Volume 892,939 807,189 -85,750 -9.6% 5,427,928
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 121-043 120-292 120-039
R3 120-238 120-167 120-004
R2 120-113 120-113 119-313
R1 120-042 120-042 119-301 120-015
PP 119-308 119-308 119-308 119-295
S1 119-237 119-237 119-279 119-210
S2 119-183 119-183 119-267
S3 119-058 119-112 119-256
S4 118-253 118-307 119-221
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
5 120-115 119-015 1-100 1.1% 0-205 0.5% 65% False False 1,099,329
10 120-115 117-295 2-140 2.0% 0-210 0.5% 81% False False 1,069,802
20 120-115 117-295 2-140 2.0% 0-210 0.5% 81% False False 1,045,445
40 121-265 117-180 4-085 3.6% 0-239 0.6% 55% False False 1,123,786
60 121-265 116-040 5-225 4.8% 0-237 0.6% 66% False False 758,714
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 121-271
2.618 121-067
1.618 120-262
1.000 120-185
0.618 120-137
HIGH 120-060
0.618 120-012
0.500 119-318
0.382 119-303
LOW 119-255
0.618 119-178
1.000 119-130
1.618 119-053
2.618 118-248
4.250 118-044
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 119-318 119-300
PP 119-308 119-297
S1 119-299 119-293

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

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