ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 124-235 125-035 0-120 0.3% 123-285
High 125-110 125-125 0-015 0.0% 125-065
Low 124-215 124-170 -0-045 -0.1% 123-180
Close 125-030 124-210 -0-140 -0.3% 124-235
Range 0-215 0-275 0-060 27.9% 1-205
ATR 0-203 0-208 0-005 2.5% 0-000
Volume 32,943 28,509 -4,434 -13.5% 1,800,499
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-140 126-290 125-041
R3 126-185 126-015 124-286
R2 125-230 125-230 124-260
R1 125-060 125-060 124-235 125-008
PP 124-275 124-275 124-275 124-249
S1 124-105 124-105 124-185 124-052
S2 124-000 124-000 124-160
S3 123-045 123-150 124-134
S4 122-090 122-195 124-059
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
5 125-125 124-100 1-025 0.9% 0-218 0.5% 32% True False 43,261
10 125-125 122-290 2-155 2.0% 0-226 0.6% 70% True False 533,676
20 125-125 121-305 3-140 2.8% 0-204 0.5% 79% True False 902,621
40 125-125 118-240 6-205 5.3% 0-197 0.5% 89% True False 954,024
60 125-125 117-295 7-150 6.0% 0-211 0.5% 90% True False 1,002,922
80 125-125 116-230 8-215 7.0% 0-219 0.5% 92% True False 962,478
100 125-125 116-040 9-085 7.4% 0-222 0.6% 92% True False 771,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-014
2.618 127-205
1.618 126-250
1.000 126-080
0.618 125-295
HIGH 125-125
0.618 125-020
0.500 124-308
0.382 124-275
LOW 124-170
0.618 124-000
1.000 123-215
1.618 123-045
2.618 122-090
4.250 120-281
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 124-308 124-272
PP 124-275 124-252
S1 124-242 124-231

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

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