ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 122-280 123-005 0-045 0.1% 122-210
High 123-130 123-060 -0-070 -0.2% 123-055
Low 122-280 122-240 -0-040 -0.1% 121-305
Close 123-000 123-025 0-025 0.1% 122-260
Range 0-170 0-140 -0-030 -17.6% 1-070
ATR 0-200 0-195 -0-004 -2.1% 0-000
Volume 1,194,438 1,251,316 56,878 4.8% 5,975,455
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 124-102 124-043 123-102
R3 123-282 123-223 123-064
R2 123-142 123-142 123-051
R1 123-083 123-083 123-038 123-112
PP 123-002 123-002 123-002 123-016
S1 122-263 122-263 123-012 122-292
S2 122-182 122-182 122-319
S3 122-042 122-123 122-306
S4 121-222 121-303 122-268
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 126-097 125-248 123-154
R3 125-027 124-178 123-047
R2 123-277 123-277 123-012
R1 123-108 123-108 122-296 123-192
PP 122-207 122-207 122-207 122-249
S1 122-038 122-038 122-224 122-122
S2 121-137 121-137 122-188
S3 120-067 120-288 122-153
S4 118-317 119-218 122-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-130 121-305 1-145 1.2% 0-180 0.5% 77% False False 1,273,609
10 123-130 121-235 1-215 1.4% 0-196 0.5% 80% False False 1,236,966
20 123-130 120-045 3-085 2.7% 0-190 0.5% 90% False False 1,126,858
40 123-130 117-295 5-155 4.5% 0-196 0.5% 94% False False 1,065,829
60 123-130 117-180 5-270 4.7% 0-223 0.6% 94% False False 1,119,880
80 123-130 116-040 7-090 5.9% 0-223 0.6% 95% False False 877,013
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-015
2.618 124-107
1.618 123-287
1.000 123-200
0.618 123-147
HIGH 123-060
0.618 123-007
0.500 122-310
0.382 122-293
LOW 122-240
0.618 122-153
1.000 122-100
1.618 122-013
2.618 121-193
4.250 120-285
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 123-013 123-012
PP 123-002 123-000
S1 122-310 122-308

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

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