ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 121-075 121-155 0-080 0.2% 120-005
High 121-165 121-250 0-085 0.2% 121-070
Low 121-065 121-085 0-020 0.1% 119-300
Close 121-140 121-205 0-065 0.2% 121-045
Range 0-100 0-165 0-065 65.0% 1-090
ATR 0-196 0-194 -0-002 -1.1% 0-000
Volume 792,519 1,072,753 280,234 35.4% 4,132,533
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 123-035 122-285 121-296
R3 122-190 122-120 121-250
R2 122-025 122-025 121-235
R1 121-275 121-275 121-220 121-310
PP 121-180 121-180 121-180 121-198
S1 121-110 121-110 121-190 121-145
S2 121-015 121-015 121-175
S3 120-170 120-265 121-160
S4 120-005 120-100 121-114
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
5 121-250 120-155 1-095 1.1% 0-159 0.4% 89% True False 881,024
10 121-250 119-240 2-010 1.7% 0-158 0.4% 93% True False 821,356
20 121-250 117-295 3-275 3.2% 0-187 0.5% 96% True False 956,708
40 121-265 117-295 3-290 3.2% 0-225 0.6% 95% False False 1,064,712
60 121-265 116-040 5-225 4.7% 0-226 0.6% 97% False False 881,434
80 121-265 116-040 5-225 4.7% 0-222 0.6% 97% False False 661,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-311
2.618 123-042
1.618 122-197
1.000 122-095
0.618 122-032
HIGH 121-250
0.618 121-187
0.500 121-168
0.382 121-148
LOW 121-085
0.618 120-303
1.000 120-240
1.618 120-138
2.618 119-293
4.250 119-024
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 121-192 121-172
PP 121-180 121-140
S1 121-168 121-108

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

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