ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 122-090 122-090 0-000 0.0% 122-060
High 122-090 122-240 0-150 0.4% 122-240
Low 122-090 122-040 -0-050 -0.1% 121-060
Close 122-090 122-090 0-000 0.0% 122-180
Range 0-000 0-200 0-200 1-180
ATR 0-126 0-131 0-005 4.2% 0-000
Volume 11 2 -9 -81.8% 307
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 124-083 123-287 122-200
R3 123-203 123-087 122-145
R2 123-003 123-003 122-127
R1 122-207 122-207 122-108 122-190
PP 122-123 122-123 122-123 122-115
S1 122-007 122-007 122-072 121-310
S2 121-243 121-243 122-053
S3 121-043 121-127 122-035
S4 120-163 120-247 121-300
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
5 122-240 122-040 0-200 0.5% 0-096 0.2% 25% True True 108
10 122-240 121-060 1-180 1.3% 0-057 0.1% 70% True False 59
20 122-240 120-030 2-210 2.2% 0-042 0.1% 82% True False 31
40 122-240 117-300 4-260 3.9% 0-021 0.1% 90% True False 16
60 122-240 115-280 6-280 5.6% 0-014 0.0% 93% True False 11
80 122-240 115-210 7-030 5.8% 0-010 0.0% 93% True False 9
100 122-240 114-050 8-190 7.0% 0-008 0.0% 95% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-130
2.618 124-124
1.618 123-244
1.000 123-120
0.618 123-044
HIGH 122-240
0.618 122-164
0.500 122-140
0.382 122-116
LOW 122-040
0.618 121-236
1.000 121-160
1.618 121-036
2.618 120-156
4.250 119-150
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 122-140 122-140
PP 122-123 122-123
S1 122-107 122-107

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

View Archives - Comment on this page... - Back to Index of Symbols