ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 123-140 122-275 -0-185 -0.5% 123-275
High 123-175 123-025 -0-150 -0.4% 124-300
Low 122-190 121-280 -0-230 -0.6% 123-165
Close 122-270 122-105 -0-165 -0.4% 124-235
Range 0-305 1-065 0-080 26.2% 1-135
ATR 0-246 0-256 0-010 4.0% 0-000
Volume 1,654,494 1,730,283 75,789 4.6% 5,799,527
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-012 125-123 122-317
R3 124-267 124-058 122-211
R2 123-202 123-202 122-176
R1 122-313 122-313 122-140 122-225
PP 122-137 122-137 122-137 122-092
S1 121-248 121-248 122-070 121-160
S2 121-072 121-072 122-034
S3 120-007 120-183 121-319
S4 118-262 119-118 121-213
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 128-212 128-038 125-165
R3 127-077 126-223 125-040
R2 125-262 125-262 124-318
R1 125-088 125-088 124-277 125-175
PP 124-127 124-127 124-127 124-170
S1 123-273 123-273 124-193 124-040
S2 122-312 122-312 124-152
S3 121-177 122-138 124-110
S4 120-042 121-003 123-305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-010 121-280 3-050 2.6% 1-004 0.8% 14% False True 1,400,907
10 125-010 121-280 3-050 2.6% 0-262 0.7% 14% False True 1,285,686
20 125-010 121-280 3-050 2.6% 0-258 0.7% 14% False True 1,333,335
40 125-010 120-040 4-290 4.0% 0-228 0.6% 45% False False 831,403
60 125-010 116-020 8-310 7.3% 0-200 0.5% 70% False False 554,685
80 125-010 116-020 8-310 7.3% 0-162 0.4% 70% False False 416,017
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-061
2.618 126-073
1.618 125-008
1.000 124-090
0.618 123-263
HIGH 123-025
0.618 122-198
0.500 122-152
0.382 122-107
LOW 121-280
0.618 121-042
1.000 120-215
1.618 119-297
2.618 118-232
4.250 116-244
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 122-152 123-075
PP 122-137 122-298
S1 122-121 122-202

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

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