ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 120-005 120-090 0-085 0.2% 119-255
High 120-115 120-250 0-135 0.4% 120-115
Low 119-300 120-070 0-090 0.2% 119-165
Close 120-105 120-215 0-110 0.3% 119-315
Range 0-135 0-180 0-045 33.3% 0-270
ATR 0-212 0-210 -0-002 -1.1% 0-000
Volume 680,740 768,885 88,145 12.9% 3,764,191
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-078 122-007 120-314
R3 121-218 121-147 120-264
R2 121-038 121-038 120-248
R1 120-287 120-287 120-232 121-002
PP 120-178 120-178 120-178 120-196
S1 120-107 120-107 120-198 120-142
S2 119-318 119-318 120-182
S3 119-138 119-247 120-166
S4 118-278 119-067 120-116
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-155 122-025 120-144
R3 121-205 121-075 120-069
R2 120-255 120-255 120-044
R1 120-125 120-125 120-020 120-190
PP 119-305 119-305 119-305 120-018
S1 119-175 119-175 119-290 119-240
S2 119-035 119-035 119-266
S3 118-085 118-225 119-241
S4 117-135 117-275 119-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 119-240 1-010 0.9% 0-151 0.4% 89% True False 761,888
10 120-250 118-080 2-170 2.1% 0-204 0.5% 96% True False 993,551
20 120-250 117-295 2-275 2.4% 0-202 0.5% 96% True False 1,004,800
40 121-265 117-180 4-085 3.5% 0-240 0.6% 73% False False 1,116,391
60 121-265 116-040 5-225 4.7% 0-234 0.6% 80% False False 793,731
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 0-045
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-055
2.618 122-081
1.618 121-221
1.000 121-110
0.618 121-041
HIGH 120-250
0.618 120-181
0.500 120-160
0.382 120-139
LOW 120-070
0.618 119-279
1.000 119-210
1.618 119-099
2.618 118-239
4.250 117-265
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 120-197 120-172
PP 120-178 120-128
S1 120-160 120-085

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

View Archives - Comment on this page... - Back to Index of Symbols