ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	123-040	123-250	0-210	0.5%	122-280
High	123-270	123-315	0-045	0.1%	123-315
Low	122-290	123-170	0-200	0.5%	122-240
Close	123-240	123-275	0-035	0.1%	123-275
Range	0-300	0-145	-0-155	-51.7%	1-075
ATR	0-196	0-193	-0-004	-1.9%	0-000
Volume	2,147,405	1,256,601	-890,804	-41.5%	7,441,511

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-048	124-307	124-035
R3	124-223	124-162	123-315
R2	124-078	124-078	123-302
R1	124-017	124-017	123-288	124-048
PP	123-253	123-253	123-253	123-269
S1	123-192	123-192	123-262	123-222
S2	123-108	123-108	123-248
S3	122-283	123-047	123-235
S4	122-138	122-222	123-195

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-075	126-250	124-172
R3	126-000	125-175	124-064
R2	124-245	124-245	124-027
R1	124-100	124-100	123-311	124-172
PP	123-170	123-170	123-170	123-206
S1	123-025	123-025	123-239	123-098
S2	122-095	122-095	123-203
S3	121-020	121-270	123-166
S4	119-265	120-195	123-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-315	122-240	1-075	1.0%	0-171	0.4%	90%	True	False	1,488,302
10	123-315	121-305	2-010	1.6%	0-177	0.4%	94%	True	False	1,341,696
20	123-315	120-285	3-030	2.5%	0-190	0.5%	96%	True	False	1,242,500
40	123-315	117-295	6-020	4.9%	0-194	0.5%	98%	True	False	1,111,731
60	123-315	117-180	6-135	5.2%	0-218	0.6%	98%	True	False	1,136,517
80	123-315	116-040	7-275	6.3%	0-221	0.6%	98%	True	False	939,317
100	123-315	116-040	7-275	6.3%	0-218	0.5%	98%	True	False	751,760

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	0-050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-291
2.618	125-055
1.618	124-230
1.000	124-140
0.618	124-085
HIGH	123-315
0.618	123-260
0.500	123-242
0.382	123-225
LOW	123-170
0.618	123-080
1.000	123-025
1.618	122-255
2.618	122-110
4.250	121-194

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	123-264	123-231
PP	123-253	123-187
S1	123-242	123-142

Download as Excel Spreadsheet

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

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