ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 120-240 120-310 0-070 0.2% 119-250
High 121-040 120-310 -0-050 -0.1% 121-010
Low 120-210 120-150 -0-060 -0.2% 119-190
Close 121-020 120-210 -0-130 -0.3% 120-280
Range 0-150 0-160 0-010 6.7% 1-140
ATR 0-159 0-161 0-002 1.4% 0-000
Volume 7,695 6,424 -1,271 -16.5% 16,750
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 122-063 121-297 120-298
R3 121-223 121-137 120-254
R2 121-063 121-063 120-239
R1 120-297 120-297 120-225 120-260
PP 120-223 120-223 120-223 120-205
S1 120-137 120-137 120-195 120-100
S2 120-063 120-063 120-181
S3 119-223 119-297 120-166
S4 119-063 119-137 120-122
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% 0-178 0.5% 63% False False 5,276
10 121-040 118-280 2-080 1.9% 0-143 0.4% 79% False False 3,758
20 121-040 116-270 4-090 3.5% 0-148 0.4% 89% False False 2,316
40 121-040 116-020 5-020 4.2% 0-112 0.3% 91% False False 1,233
60 121-040 115-280 5-080 4.4% 0-084 0.2% 91% False False 823
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 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-030
2.618 122-089
1.618 121-249
1.000 121-150
0.618 121-089
HIGH 120-310
0.618 120-249
0.500 120-230
0.382 120-211
LOW 120-150
0.618 120-051
1.000 119-310
1.618 119-211
2.618 119-051
4.250 118-110
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 120-230 120-207
PP 120-223 120-203
S1 120-217 120-200

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

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