ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	123-150	122-290	-0-180	-0.5%	122-230
High	123-190	122-300	-0-210	-0.5%	123-170
Low	123-080	122-120	-0-280	-0.7%	122-040
Close	123-010	121-300	-1-030	-0.9%	123-120
Range	0-110	0-180	0-070	63.6%	1-130
ATR	0-142	0-147	0-005	3.4%	0-000
Volume	118	30	-88	-74.6%	9,678

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-033	123-187	122-079
R3	123-173	123-007	122-030
R2	122-313	122-313	122-013
R1	122-147	122-147	121-316	122-140
PP	122-133	122-133	122-133	122-130
S1	121-287	121-287	121-284	121-280
S2	121-273	121-273	121-267
S3	121-093	121-107	121-250
S4	120-233	120-247	121-201

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	123-190	122-040	1-150	1.2%	0-144	0.4%	-13%	False	False	1,912
10	123-190	122-040	1-150	1.2%	0-100	0.3%	-13%	False	False	1,013
20	123-190	121-060	2-130	2.0%	0-062	0.2%	31%	False	False	509
40	123-190	119-000	4-190	3.8%	0-034	0.1%	64%	False	False	255
60	123-190	115-280	7-230	6.3%	0-023	0.1%	79%	False	False	170
80	123-190	115-280	7-230	6.3%	0-017	0.0%	79%	False	False	128
100	123-190	114-050	9-140	7.7%	0-014	0.0%	82%	False	False	103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-105
2.618	124-131
1.618	123-271
1.000	123-160
0.618	123-091
HIGH	122-300
0.618	122-231
0.500	122-210
0.382	122-189
LOW	122-120
0.618	122-009
1.000	121-260
1.618	121-149
2.618	120-289
4.250	119-315

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	122-210	122-315
PP	122-133	122-203
S1	122-057	122-092

Download as Excel Spreadsheet

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

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