ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 119-230 120-020 0-110 0.3% 120-020
High 119-230 120-020 0-110 0.3% 120-020
Low 119-230 120-020 0-110 0.3% 119-190
Close 119-230 120-020 0-110 0.3% 120-020
Range
ATR 0-086 0-088 0-002 2.0% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 120-020 120-020 120-020
R3 120-020 120-020 120-020
R2 120-020 120-020 120-020
R1 120-020 120-020 120-020 120-020
PP 120-020 120-020 120-020 120-020
S1 120-020 120-020 120-020 120-020
S2 120-020 120-020 120-020
S3 120-020 120-020 120-020
S4 120-020 120-020 120-020
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 121-100 121-050 120-102
R3 120-270 120-220 120-061
R2 120-120 120-120 120-048
R1 120-070 120-070 120-034 120-095
PP 119-290 119-290 119-290 119-302
S1 119-240 119-240 120-006 119-265
S2 119-140 119-140 119-312
S3 118-310 119-090 119-299
S4 118-160 118-260 119-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 119-190 0-150 0.4% 0-000 0.0% 100% True False 1
10 120-020 118-250 1-090 1.1% 0-000 0.0% 100% True False 1
20 120-020 117-100 2-240 2.3% 0-000 0.0% 100% True False 1
40 120-020 115-280 4-060 3.5% 0-000 0.0% 100% True False 1
60 120-020 115-120 4-220 3.9% 0-000 0.0% 100% True False 1
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
4.250 120-020
2.618 120-020
1.618 120-020
1.000 120-020
0.618 120-020
HIGH 120-020
0.618 120-020
0.500 120-020
0.382 120-020
LOW 120-020
0.618 120-020
1.000 120-020
1.618 120-020
2.618 120-020
4.250 120-020
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 120-020 120-002
PP 120-020 119-303
S1 120-020 119-285

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

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