ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 125-035 124-225 -0-130 -0.3% 124-255
High 125-125 125-065 -0-060 -0.1% 125-125
Low 124-170 124-215 0-045 0.1% 124-100
Close 124-210 124-295 0-085 0.2% 124-295
Range 0-275 0-170 -0-105 -38.2% 1-025
ATR 0-208 0-206 -0-002 -1.1% 0-000
Volume 28,509 22,692 -5,817 -20.4% 154,953
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-168 126-082 125-068
R3 125-318 125-232 125-022
R2 125-148 125-148 125-006
R1 125-062 125-062 124-311 125-105
PP 124-298 124-298 124-298 125-000
S1 124-212 124-212 124-279 124-255
S2 124-128 124-128 124-264
S3 123-278 124-042 124-248
S4 123-108 123-192 124-202
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 128-035 127-190 125-165
R3 127-010 126-165 125-070
R2 125-305 125-305 125-038
R1 125-140 125-140 125-007 125-222
PP 124-280 124-280 124-280 125-001
S1 124-115 124-115 124-263 124-198
S2 123-255 123-255 124-232
S3 122-230 123-090 124-200
S4 121-205 122-065 124-105
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% 0-200 0.5% 57% False False 30,990
10 125-125 123-170 1-275 1.5% 0-214 0.5% 75% False False 321,205
20 125-125 121-305 3-140 2.8% 0-202 0.5% 86% False False 838,953
40 125-125 119-015 6-110 5.1% 0-196 0.5% 93% False False 927,358
60 125-125 117-295 7-150 6.0% 0-204 0.5% 94% False False 969,389
80 125-125 116-280 8-165 6.8% 0-219 0.5% 94% False False 962,513
100 125-125 116-040 9-085 7.4% 0-221 0.6% 95% False False 771,251
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-148
2.618 126-190
1.618 126-020
1.000 125-235
0.618 125-170
HIGH 125-065
0.618 125-000
0.500 124-300
0.382 124-280
LOW 124-215
0.618 124-110
1.000 124-045
1.618 123-260
2.618 123-090
4.250 122-132
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 124-300 124-308
PP 124-298 124-303
S1 124-297 124-299

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.