ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 120-055 119-265 -0-110 -0.3% 118-075
High 120-060 120-075 0-015 0.0% 119-295
Low 119-255 119-240 -0-015 0.0% 118-020
Close 119-290 119-315 0-025 0.1% 119-260
Range 0-125 0-155 0-030 24.0% 1-275
ATR 0-223 0-218 -0-005 -2.2% 0-000
Volume 807,189 659,691 -147,498 -18.3% 5,427,928
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 121-142 121-063 120-080
R3 120-307 120-228 120-038
R2 120-152 120-152 120-023
R1 120-073 120-073 120-009 120-112
PP 119-317 119-317 119-317 120-016
S1 119-238 119-238 119-301 119-278
S2 119-162 119-162 119-287
S3 119-007 119-083 119-272
S4 118-172 118-248 119-230
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 124-270 124-060 120-267
R3 122-315 122-105 120-104
R2 121-040 121-040 120-049
R1 120-150 120-150 119-315 120-255
PP 119-085 119-085 119-085 119-138
S1 118-195 118-195 119-205 118-300
S2 117-130 117-130 119-151
S3 115-175 116-240 119-096
S4 113-220 114-285 118-253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-115 119-015 1-100 1.1% 0-191 0.5% 71% False False 965,454
10 120-115 117-295 2-140 2.0% 0-207 0.5% 85% False False 1,009,190
20 120-115 117-295 2-140 2.0% 0-205 0.5% 85% False False 1,026,148
40 121-265 117-180 4-085 3.6% 0-238 0.6% 57% False False 1,124,971
60 121-265 116-040 5-225 4.8% 0-237 0.6% 68% False False 769,661
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-094
2.618 121-161
1.618 121-006
1.000 120-230
0.618 120-171
HIGH 120-075
0.618 120-016
0.500 119-318
0.382 119-299
LOW 119-240
0.618 119-144
1.000 119-085
1.618 118-309
2.618 118-154
4.250 117-221
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 119-318 120-018
PP 119-317 120-010
S1 119-316 120-002

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

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