ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 124-290 124-135 -0-155 -0.4% 123-285
High 124-295 125-065 0-090 0.2% 125-065
Low 124-100 124-125 0-025 0.1% 123-180
Close 124-125 124-235 0-110 0.3% 124-235
Range 0-195 0-260 0-065 33.3% 1-205
ATR 0-203 0-207 0-004 2.0% 0-000
Volume 128,267 84,045 -44,222 -34.5% 1,800,499
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-068 126-252 125-058
R3 126-128 125-312 124-306
R2 125-188 125-188 124-283
R1 125-052 125-052 124-259 125-120
PP 124-248 124-248 124-248 124-282
S1 124-112 124-112 124-211 124-180
S2 123-308 123-308 124-187
S3 123-048 123-172 124-164
S4 122-108 122-232 124-092
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 129-135 128-230 125-204
R3 127-250 127-025 125-059
R2 126-045 126-045 125-011
R1 125-140 125-140 124-283 125-252
PP 124-160 124-160 124-160 124-216
S1 123-255 123-255 124-187 124-048
S2 122-275 122-275 124-139
S3 121-070 122-050 124-091
S4 119-185 120-165 123-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-065 123-170 1-215 1.3% 0-227 0.6% 72% True False 611,420
10 125-065 122-165 2-220 2.2% 0-196 0.5% 83% True False 1,028,463
20 125-065 121-170 3-215 2.9% 0-206 0.5% 87% True False 1,139,394
40 125-065 117-295 7-090 5.8% 0-197 0.5% 94% True False 1,053,519
60 125-065 117-295 7-090 5.8% 0-218 0.5% 94% True False 1,092,047
80 125-065 116-040 9-025 7.3% 0-220 0.6% 95% True False 961,450
100 125-065 116-040 9-025 7.3% 0-220 0.6% 95% True False 769,752
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-210
2.618 127-106
1.618 126-166
1.000 126-005
0.618 125-226
HIGH 125-065
0.618 124-286
0.500 124-255
0.382 124-224
LOW 124-125
0.618 123-284
1.000 123-185
1.618 123-024
2.618 122-084
4.250 120-300
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 124-255 124-211
PP 124-248 124-187
S1 124-242 124-162

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

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