ECBOT 10 Year T-Note Future December 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 121-310 122-070 0-080 0.2% 122-110
High 121-310 122-070 0-080 0.2% 122-120
Low 121-310 122-070 0-080 0.2% 121-210
Close 121-310 122-070 0-080 0.2% 122-070
Range
ATR 0-115 0-113 -0-003 -2.2% 0-000
Volume 20 2 -18 -90.0% 37
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-070 122-070 122-070
R3 122-070 122-070 122-070
R2 122-070 122-070 122-070
R1 122-070 122-070 122-070 122-070
PP 122-070 122-070 122-070 122-070
S1 122-070 122-070 122-070 122-070
S2 122-070 122-070 122-070
S3 122-070 122-070 122-070
S4 122-070 122-070 122-070
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 124-077 123-303 122-196
R3 123-167 123-073 122-133
R2 122-257 122-257 122-112
R1 122-163 122-163 122-091 122-095
PP 122-027 122-027 122-027 121-312
S1 121-253 121-253 122-049 121-185
S2 121-117 121-117 122-028
S3 120-207 121-023 122-007
S4 119-297 120-113 121-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-120 121-210 0-230 0.6% 0-000 0.0% 78% False False 7
10 122-170 121-060 1-110 1.1% 0-027 0.1% 77% False False 5
20 122-170 120-020 2-150 2.0% 0-014 0.0% 87% False False 3
40 122-170 116-220 5-270 4.8% 0-007 0.0% 95% False False 2
60 122-170 115-280 6-210 5.4% 0-004 0.0% 95% False False 2
80 122-170 114-300 7-190 6.2% 0-003 0.0% 96% 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
4.250 122-070
2.618 122-070
1.618 122-070
1.000 122-070
0.618 122-070
HIGH 122-070
0.618 122-070
0.500 122-070
0.382 122-070
LOW 122-070
0.618 122-070
1.000 122-070
1.618 122-070
2.618 122-070
4.250 122-070
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 122-070 122-065
PP 122-070 122-060
S1 122-070 122-055

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

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