ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 119-090 119-160 0-070 0.2% 118-260
High 119-150 120-000 0-170 0.4% 120-000
Low 118-260 118-310 0-050 0.1% 118-260
Close 119-150 119-310 0-160 0.4% 119-310
Range 0-210 1-010 0-120 57.1% 1-060
ATR 0-210 0-219 0-009 4.1% 0-000
Volume 4,855 570 -4,285 -88.3% 9,882
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 122-237 122-123 120-172
R3 121-227 121-113 120-081
R2 120-217 120-217 120-050
R1 120-103 120-103 120-020 120-160
PP 119-207 119-207 119-207 119-235
S1 119-093 119-093 119-280 119-150
S2 118-197 118-197 119-250
S3 117-187 118-083 119-219
S4 116-177 117-073 119-128
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-050 122-240 120-199
R3 121-310 121-180 120-094
R2 120-250 120-250 120-060
R1 120-120 120-120 120-025 120-185
PP 119-190 119-190 119-190 119-222
S1 119-060 119-060 119-275 119-125
S2 118-130 118-130 119-240
S3 117-070 118-000 119-206
S4 116-010 116-260 119-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-000 118-260 1-060 1.0% 0-228 0.6% 97% True False 1,976
10 120-020 118-150 1-190 1.3% 0-213 0.6% 94% False False 1,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-122
2.618 122-224
1.618 121-214
1.000 121-010
0.618 120-204
HIGH 120-000
0.618 119-194
0.500 119-155
0.382 119-116
LOW 118-310
0.618 118-106
1.000 117-300
1.618 117-096
2.618 116-086
4.250 114-188
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 119-258 119-250
PP 119-207 119-190
S1 119-155 119-130

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

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