ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 121-000 120-230 -0-090 -0.2% 120-240
High 121-060 121-170 0-110 0.3% 121-170
Low 120-180 120-200 0-020 0.1% 120-090
Close 120-230 121-020 0-110 0.3% 121-020
Range 0-200 0-290 0-090 45.0% 1-080
ATR 0-169 0-178 0-009 5.1% 0-000
Volume 10,006 16,146 6,140 61.4% 53,684
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 123-253 123-107 121-180
R3 122-283 122-137 121-100
R2 121-313 121-313 121-073
R1 121-167 121-167 121-047 121-240
PP 121-023 121-023 121-023 121-060
S1 120-197 120-197 120-313 120-270
S2 120-053 120-053 120-287
S3 119-083 119-227 120-260
S4 118-113 118-257 120-180
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 124-227 124-043 121-240
R3 123-147 122-283 121-130
R2 122-067 122-067 121-093
R1 121-203 121-203 121-057 121-295
PP 120-307 120-307 120-307 121-032
S1 120-123 120-123 120-303 120-215
S2 119-227 119-227 120-267
S3 118-147 119-043 120-230
S4 117-067 117-283 120-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-170 120-090 1-080 1.0% 0-208 0.5% 63% True False 10,736
10 121-170 119-190 1-300 1.6% 0-182 0.5% 76% True False 7,043
20 121-170 118-000 3-170 2.9% 0-154 0.4% 87% True False 4,161
40 121-170 116-020 5-150 4.5% 0-130 0.3% 91% True False 2,221
60 121-170 116-020 5-150 4.5% 0-097 0.2% 91% True False 1,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-122
2.618 123-289
1.618 122-319
1.000 122-140
0.618 122-029
HIGH 121-170
0.618 121-059
0.500 121-025
0.382 120-311
LOW 120-200
0.618 120-021
1.000 119-230
1.618 119-051
2.618 118-081
4.250 116-248
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 121-025 121-003
PP 121-023 120-307
S1 121-022 120-290

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

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