ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 122-180 122-230 0-050 0.1% 122-060
High 122-180 122-230 0-050 0.1% 122-240
Low 122-180 122-150 -0-030 -0.1% 121-060
Close 122-180 122-140 -0-040 -0.1% 122-180
Range 0-000 0-080 0-080 1-180
ATR 0-136 0-132 -0-004 -2.9% 0-000
Volume 252 252 0 0.0% 307
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-093 123-037 122-184
R3 123-013 122-277 122-162
R2 122-253 122-253 122-155
R1 122-197 122-197 122-147 122-185
PP 122-173 122-173 122-173 122-168
S1 122-117 122-117 122-133 122-105
S2 122-093 122-093 122-125
S3 122-013 122-037 122-118
S4 121-253 121-277 122-096
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-273 126-087 123-135
R3 125-093 124-227 122-318
R2 123-233 123-233 122-272
R1 123-047 123-047 122-226 123-140
PP 122-053 122-053 122-053 122-100
S1 121-187 121-187 122-134 121-280
S2 120-193 120-193 122-088
S3 119-013 120-007 122-042
S4 117-153 118-147 121-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-240 121-060 1-180 1.3% 0-074 0.2% 80% False False 111
10 122-240 121-060 1-180 1.3% 0-037 0.1% 80% False False 59
20 122-240 120-030 2-210 2.2% 0-032 0.1% 88% False False 31
40 122-240 117-270 4-290 4.0% 0-016 0.0% 94% False False 16
60 122-240 115-280 6-280 5.6% 0-011 0.0% 95% False False 11
80 122-240 115-210 7-030 5.8% 0-008 0.0% 96% False False 9
100 122-240 114-050 8-190 7.0% 0-006 0.0% 96% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-250
2.618 123-119
1.618 123-039
1.000 122-310
0.618 122-279
HIGH 122-230
0.618 122-199
0.500 122-190
0.382 122-181
LOW 122-150
0.618 122-101
1.000 122-070
1.618 122-021
2.618 121-261
4.250 121-130
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 122-190 122-140
PP 122-173 122-140
S1 122-157 122-140

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

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