ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 122-115 121-290 -0-145 -0.4% 121-040
High 122-135 122-155 0-020 0.1% 122-150
Low 121-290 121-235 -0-055 -0.1% 120-285
Close 122-030 122-135 0-105 0.3% 122-090
Range 0-165 0-240 0-075 45.5% 1-185
ATR 0-198 0-201 0-003 1.5% 0-000
Volume 939,775 1,245,750 305,975 32.6% 5,570,529
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 124-148 124-062 122-267
R3 123-228 123-142 122-201
R2 122-308 122-308 122-179
R1 122-222 122-222 122-157 122-265
PP 122-068 122-068 122-068 122-090
S1 121-302 121-302 122-113 122-025
S2 121-148 121-148 122-091
S3 120-228 121-062 122-069
S4 119-308 120-142 122-003
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 126-197 126-008 123-048
R3 125-012 124-143 122-229
R2 123-147 123-147 122-183
R1 122-278 122-278 122-136 123-052
PP 121-282 121-282 121-282 122-009
S1 121-093 121-093 122-044 121-188
S2 120-097 120-097 121-317
S3 118-232 119-228 121-271
S4 117-047 118-043 121-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-170 121-170 1-000 0.8% 0-216 0.6% 89% False False 1,223,239
10 122-170 120-155 2-015 1.7% 0-188 0.5% 95% False False 1,052,131
20 122-170 118-240 3-250 3.1% 0-189 0.5% 97% False False 1,005,426
40 122-170 117-295 4-195 3.8% 0-214 0.5% 98% False False 1,053,072
60 122-170 116-230 5-260 4.7% 0-224 0.6% 98% False False 982,430
80 122-170 116-040 6-130 5.2% 0-226 0.6% 98% False False 738,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-215
2.618 124-143
1.618 123-223
1.000 123-075
0.618 122-303
HIGH 122-155
0.618 122-063
0.500 122-035
0.382 122-007
LOW 121-235
0.618 121-087
1.000 120-315
1.618 120-167
2.618 119-247
4.250 118-175
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 122-102 122-104
PP 122-068 122-073
S1 122-035 122-042

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

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