ECBOT 10 Year T-Note Future September 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	123-270	123-085	-0-185	-0.5%	123-120
High	124-005	123-260	-0-065	-0.2%	124-005
Low	123-040	123-065	0-025	0.1%	122-290
Close	123-085	123-165	0-080	0.2%	123-165
Range	0-285	0-195	-0-090	-31.6%	1-035
ATR	0-202	0-202	-0-001	-0.3%	0-000
Volume	1,597,994	1,052,409	-545,585	-34.1%	6,110,921

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-108	125-012	123-272
R3	124-233	124-137	123-219
R2	124-038	124-038	123-201
R1	123-262	123-262	123-183	123-310
PP	123-163	123-163	123-163	123-188
S1	123-067	123-067	123-147	123-115
S2	122-288	122-288	123-129
S3	122-093	122-192	123-111
S4	121-218	121-317	123-058

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-087	124-040
R3	125-223	125-052	123-263
R2	124-188	124-188	123-230
R1	124-017	124-017	123-198	124-102
PP	123-153	123-153	123-153	123-196
S1	122-302	122-302	123-132	123-068
S2	122-118	122-118	123-100
S3	121-083	121-267	123-067
S4	120-048	120-232	122-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-005	122-290	1-035	0.9%	0-210	0.5%	55%	False	False	1,222,184
10	124-005	122-045	1-280	1.5%	0-222	0.6%	73%	False	False	1,252,936
20	124-005	120-180	3-145	2.8%	0-205	0.5%	86%	False	False	710,482
40	124-005	117-200	6-125	5.2%	0-177	0.4%	92%	False	False	356,945
60	124-005	116-020	7-305	6.4%	0-150	0.4%	94%	False	False	238,039
80	124-005	115-300	8-025	6.5%	0-120	0.3%	94%	False	False	178,531

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-129
2.618	125-131
1.618	124-256
1.000	124-135
0.618	124-061
HIGH	123-260
0.618	123-186
0.500	123-162
0.382	123-139
LOW	123-065
0.618	122-264
1.000	122-190
1.618	122-069
2.618	121-194
4.250	120-196

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	123-164	123-182
PP	123-163	123-177
S1	123-162	123-171

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