ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 117-130 117-160 0-030 0.1% 115-300
High 117-130 117-160 0-030 0.1% 117-100
Low 117-130 117-160 0-030 0.1% 115-300
Close 117-130 117-160 0-030 0.1% 117-100
Range
ATR 0-099 0-094 -0-005 -5.0% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 117-160 117-160 117-160
R3 117-160 117-160 117-160
R2 117-160 117-160 117-160
R1 117-160 117-160 117-160 117-160
PP 117-160 117-160 117-160 117-160
S1 117-160 117-160 117-160 117-160
S2 117-160 117-160 117-160
S3 117-160 117-160 117-160
S4 117-160 117-160 117-160
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-313 120-167 118-022
R3 119-193 119-047 117-221
R2 118-073 118-073 117-181
R1 117-247 117-247 117-140 118-000
PP 116-273 116-273 116-273 116-310
S1 116-127 116-127 117-060 116-200
S2 115-153 115-153 117-019
S3 114-033 115-007 116-299
S4 112-233 113-207 116-178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-230 117-100 0-130 0.3% 0-000 0.0% 46% False False 2
10 117-230 115-280 1-270 1.6% 0-000 0.0% 88% False False 2
20 117-230 115-280 1-270 1.6% 0-000 0.0% 88% False False 2
40 118-300 115-210 3-090 2.8% 0-000 0.0% 56% False False 2
60 118-300 114-050 4-250 4.1% 0-000 0.0% 70% False False 2
Crabel Price Patterns
NR False
NR4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 117-160
2.618 117-160
1.618 117-160
1.000 117-160
0.618 117-160
HIGH 117-160
0.618 117-160
0.500 117-160
0.382 117-160
LOW 117-160
0.618 117-160
1.000 117-160
1.618 117-160
2.618 117-160
4.250 117-160
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 117-160 117-180
PP 117-160 117-173
S1 117-160 117-167

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

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