ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 121-040 121-075 0-035 0.1% 120-005
High 121-145 121-165 0-020 0.1% 121-070
Low 120-285 121-065 0-100 0.3% 119-300
Close 121-075 121-140 0-065 0.2% 121-045
Range 0-180 0-100 -0-080 -44.4% 1-090
ATR 0-203 0-196 -0-007 -3.6% 0-000
Volume 748,876 792,519 43,643 5.8% 4,132,533
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 122-103 122-062 121-195
R3 122-003 121-282 121-168
R2 121-223 121-223 121-158
R1 121-182 121-182 121-149 121-202
PP 121-123 121-123 121-123 121-134
S1 121-082 121-082 121-131 121-102
S2 121-023 121-023 121-122
S3 120-243 120-302 121-112
S4 120-143 120-202 121-085
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 124-195 124-050 121-270
R3 123-105 122-280 121-158
R2 122-015 122-015 121-120
R1 121-190 121-190 121-083 121-262
PP 120-245 120-245 120-245 120-281
S1 120-100 120-100 121-007 120-172
S2 119-155 119-155 120-290
S3 118-065 119-010 120-252
S4 116-295 117-240 120-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-165 120-045 1-120 1.1% 0-164 0.4% 94% True False 844,860
10 121-165 119-240 1-245 1.5% 0-158 0.4% 96% True False 803,374
20 121-165 117-295 3-190 3.0% 0-190 0.5% 98% True False 958,521
40 121-265 117-295 3-290 3.2% 0-225 0.6% 90% False False 1,062,653
60 121-265 116-040 5-225 4.7% 0-226 0.6% 93% False False 863,756
80 121-265 116-040 5-225 4.7% 0-224 0.6% 93% False False 648,327
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 122-270
2.618 122-107
1.618 122-007
1.000 121-265
0.618 121-227
HIGH 121-165
0.618 121-127
0.500 121-115
0.382 121-103
LOW 121-065
0.618 121-003
1.000 120-285
1.618 120-223
2.618 120-123
4.250 119-280
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 121-132 121-109
PP 121-123 121-078
S1 121-115 121-048

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

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