ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 123-275 123-275 0-000 0.0% 123-175
High 124-110 123-300 -0-130 -0.3% 124-160
Low 123-210 123-175 -0-035 -0.1% 122-145
Close 123-260 123-205 -0-055 -0.1% 123-290
Range 0-220 0-125 -0-095 -43.2% 2-015
ATR 0-227 0-219 -0-007 -3.2% 0-000
Volume 1,015,488 1,025,680 10,192 1.0% 7,222,253
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 124-282 124-208 123-274
R3 124-157 124-083 123-239
R2 124-032 124-032 123-228
R1 123-278 123-278 123-216 123-252
PP 123-227 123-227 123-227 123-214
S1 123-153 123-153 123-194 123-128
S2 123-102 123-102 123-182
S3 122-297 123-028 123-171
S4 122-172 122-223 123-136
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 129-243 128-282 125-010
R3 127-228 126-267 124-150
R2 125-213 125-213 124-090
R1 124-252 124-252 124-030 125-072
PP 123-198 123-198 123-198 123-269
S1 122-237 122-237 123-230 123-058
S2 121-183 121-183 123-170
S3 119-168 120-222 123-110
S4 117-153 118-207 122-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-160 122-175 1-305 1.6% 0-248 0.6% 56% False False 1,361,750
10 124-160 122-145 2-015 1.7% 0-246 0.6% 58% False False 1,331,876
20 124-160 121-120 3-040 2.5% 0-226 0.6% 73% False False 1,160,210
40 124-160 118-240 5-240 4.7% 0-197 0.5% 85% False False 588,366
60 124-160 116-020 8-140 6.8% 0-173 0.4% 90% False False 392,429
80 124-160 116-020 8-140 6.8% 0-140 0.4% 90% False False 294,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-037
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 125-191
2.618 124-307
1.618 124-182
1.000 124-105
0.618 124-057
HIGH 123-300
0.618 123-252
0.500 123-238
0.382 123-223
LOW 123-175
0.618 123-098
1.000 123-050
1.618 122-293
2.618 122-168
4.250 121-284
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 123-238 123-302
PP 123-227 123-270
S1 123-216 123-238

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

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