ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 123-000 122-270 -0-050 -0.1% 122-230
High 123-010 123-170 0-160 0.4% 123-170
Low 123-000 122-270 -0-050 -0.1% 122-040
Close 122-310 123-120 0-130 0.3% 123-120
Range 0-010 0-220 0-210 2,100.0% 1-130
ATR 0-139 0-145 0-006 4.2% 0-000
Volume 8,821 592 -8,229 -93.3% 9,678
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 125-100 125-010 123-241
R3 124-200 124-110 123-180
R2 123-300 123-300 123-160
R1 123-210 123-210 123-140 123-255
PP 123-080 123-080 123-080 123-102
S1 122-310 122-310 123-100 123-035
S2 122-180 122-180 123-080
S3 121-280 122-090 123-060
S4 121-060 121-190 122-319
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-073 126-227 124-048
R3 125-263 125-097 123-244
R2 124-133 124-133 123-202
R1 123-287 123-287 123-161 124-050
PP 123-003 123-003 123-003 123-045
S1 122-157 122-157 123-079 122-240
S2 121-193 121-193 123-038
S3 120-063 121-027 122-316
S4 118-253 119-217 122-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-170 122-040 1-130 1.1% 0-102 0.3% 89% True False 1,935
10 123-170 121-060 2-110 1.9% 0-080 0.2% 93% True False 998
20 123-170 121-060 2-110 1.9% 0-054 0.1% 93% True False 502
40 123-170 118-220 4-270 3.9% 0-027 0.1% 97% True False 251
60 123-170 115-280 7-210 6.2% 0-018 0.0% 98% True False 168
80 123-170 115-210 7-280 6.4% 0-013 0.0% 98% True False 126
100 123-170 114-050 9-120 7.6% 0-011 0.0% 98% True False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 105 trading days
Fibonacci Retracements and Extensions
4.250 126-145
2.618 125-106
1.618 124-206
1.000 124-070
0.618 123-306
HIGH 123-170
0.618 123-086
0.500 123-060
0.382 123-034
LOW 122-270
0.618 122-134
1.000 122-050
1.618 121-234
2.618 121-014
4.250 119-295
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 123-100 123-062
PP 123-080 123-003
S1 123-060 122-265

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

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