ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 123-250 123-285 0-035 0.1% 122-280
High 123-315 124-040 0-045 0.1% 123-315
Low 123-170 123-180 0-010 0.0% 122-240
Close 123-275 124-010 0-055 0.1% 123-275
Range 0-145 0-180 0-035 24.1% 1-075
ATR 0-193 0-192 -0-001 -0.5% 0-000
Volume 1,256,601 1,353,509 96,908 7.7% 7,441,511
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 125-190 125-120 124-109
R3 125-010 124-260 124-060
R2 124-150 124-150 124-043
R1 124-080 124-080 124-026 124-115
PP 123-290 123-290 123-290 123-308
S1 123-220 123-220 123-314 123-255
S2 123-110 123-110 123-297
S3 122-250 123-040 123-280
S4 122-070 122-180 123-231
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
5 124-040 122-240 1-120 1.1% 0-173 0.4% 93% True False 1,520,116
10 124-040 121-305 2-055 1.8% 0-182 0.5% 96% True False 1,398,985
20 124-040 121-065 2-295 2.4% 0-190 0.5% 97% True False 1,272,732
40 124-040 117-295 6-065 5.0% 0-192 0.5% 98% True False 1,115,825
60 124-040 117-295 6-065 5.0% 0-215 0.5% 98% True False 1,135,355
80 124-040 116-040 8-000 6.4% 0-221 0.6% 99% True False 956,156
100 124-040 116-040 8-000 6.4% 0-217 0.5% 99% True False 765,295
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-165
2.618 125-191
1.618 125-011
1.000 124-220
0.618 124-151
HIGH 124-040
0.618 123-291
0.500 123-270
0.382 123-249
LOW 123-180
0.618 123-069
1.000 123-000
1.618 122-209
2.618 122-029
4.250 121-055
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 123-310 123-275
PP 123-290 123-220
S1 123-270 123-165

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

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