ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 120-310 121-070 0-080 0.2% 121-100
High 121-070 121-160 0-090 0.2% 121-240
Low 120-180 121-040 0-180 0.5% 120-180
Close 121-060 121-140 0-080 0.2% 121-140
Range 0-210 0-120 -0-090 -42.9% 1-060
ATR 0-182 0-178 -0-004 -2.4% 0-000
Volume 42,610 63,380 20,770 48.7% 182,317
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 122-153 122-107 121-206
R3 122-033 121-307 121-173
R2 121-233 121-233 121-162
R1 121-187 121-187 121-151 121-210
PP 121-113 121-113 121-113 121-125
S1 121-067 121-067 121-129 121-090
S2 120-313 120-313 121-118
S3 120-193 120-267 121-107
S4 120-073 120-147 121-074
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 124-260 124-100 122-029
R3 123-200 123-040 121-244
R2 122-140 122-140 121-210
R1 121-300 121-300 121-175 122-060
PP 121-080 121-080 121-080 121-120
S1 120-240 120-240 121-105 121-000
S2 120-020 120-020 121-070
S3 118-280 119-180 121-036
S4 117-220 118-120 120-251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-240 120-180 1-060 1.0% 0-178 0.5% 74% False False 36,463
10 121-240 120-090 1-150 1.2% 0-193 0.5% 79% False False 23,600
20 121-240 118-170 3-070 2.7% 0-166 0.4% 90% False False 13,127
40 121-240 116-020 5-220 4.7% 0-143 0.4% 95% False False 6,778
60 121-240 116-020 5-220 4.7% 0-110 0.3% 95% False False 4,521
Crabel Price Patterns
NR True
NR4 True
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 0-044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-030
2.618 122-154
1.618 122-034
1.000 121-280
0.618 121-234
HIGH 121-160
0.618 121-114
0.500 121-100
0.382 121-086
LOW 121-040
0.618 120-286
1.000 120-240
1.618 120-166
2.618 120-046
4.250 119-170
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 121-127 121-110
PP 121-113 121-080
S1 121-100 121-050

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

View Archives - Comment on this page... - Back to Index of Symbols