ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 120-200 120-240 0-040 0.1% 119-250
High 121-010 121-040 0-030 0.1% 121-010
Low 120-040 120-210 0-170 0.4% 119-190
Close 120-280 121-020 0-060 0.2% 120-280
Range 0-290 0-150 -0-140 -48.3% 1-140
ATR 0-159 0-159 -0-001 -0.4% 0-000
Volume 5,989 7,695 1,706 28.5% 16,750
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 122-113 122-057 121-102
R3 121-283 121-227 121-061
R2 121-133 121-133 121-048
R1 121-077 121-077 121-034 121-105
PP 120-303 120-303 120-303 120-318
S1 120-247 120-247 121-006 120-275
S2 120-153 120-153 120-312
S3 120-003 120-097 120-299
S4 119-173 119-267 120-258
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 124-260 124-090 121-213
R3 123-120 122-270 121-086
R2 121-300 121-300 121-044
R1 121-130 121-130 121-002 121-215
PP 120-160 120-160 120-160 120-202
S1 119-310 119-310 120-238 120-075
S2 119-020 119-020 120-196
S3 117-200 118-170 120-154
S4 116-060 117-030 120-027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-040 119-270 1-090 1.1% 0-160 0.4% 95% True False 4,475
10 121-040 118-240 2-120 2.0% 0-144 0.4% 97% True False 3,174
20 121-040 116-020 5-020 4.2% 0-155 0.4% 99% True False 2,065
40 121-040 116-020 5-020 4.2% 0-110 0.3% 99% True False 1,072
60 121-040 115-220 5-140 4.5% 0-082 0.2% 99% True False 716
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-038
2.618 122-113
1.618 121-283
1.000 121-190
0.618 121-133
HIGH 121-040
0.618 120-303
0.500 120-285
0.382 120-267
LOW 120-210
0.618 120-117
1.000 120-060
1.618 119-287
2.618 119-137
4.250 118-212
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 121-002 120-293
PP 120-303 120-247
S1 120-285 120-200

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

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