ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 120-090 120-230 0-140 0.4% 119-255
High 120-250 120-235 -0-015 0.0% 120-115
Low 120-070 120-045 -0-025 -0.1% 119-165
Close 120-215 120-135 -0-080 -0.2% 119-315
Range 0-180 0-190 0-010 5.6% 0-270
ATR 0-210 0-208 -0-001 -0.7% 0-000
Volume 768,885 891,934 123,049 16.0% 3,764,191
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-068 121-292 120-240
R3 121-198 121-102 120-187
R2 121-008 121-008 120-170
R1 120-232 120-232 120-152 120-185
PP 120-138 120-138 120-138 120-115
S1 120-042 120-042 120-118 119-315
S2 119-268 119-268 120-100
S3 119-078 119-172 120-083
S4 118-208 118-302 120-030
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-155 122-025 120-144
R3 121-205 121-075 120-069
R2 120-255 120-255 120-044
R1 120-125 120-125 120-020 120-190
PP 119-305 119-305 119-305 120-018
S1 119-175 119-175 119-290 119-240
S2 119-035 119-035 119-266
S3 118-085 118-225 119-241
S4 117-135 117-275 119-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 119-240 1-010 0.9% 0-157 0.4% 65% False False 761,687
10 120-250 118-240 2-010 1.7% 0-190 0.5% 82% False False 958,720
20 120-250 117-295 2-275 2.4% 0-202 0.5% 87% False False 1,002,800
40 121-265 117-180 4-085 3.5% 0-238 0.6% 67% False False 1,102,279
60 121-265 116-040 5-225 4.7% 0-233 0.6% 75% False False 808,549
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 0-044
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-082
2.618 122-092
1.618 121-222
1.000 121-105
0.618 121-032
HIGH 120-235
0.618 120-162
0.500 120-140
0.382 120-118
LOW 120-045
0.618 119-248
1.000 119-175
1.618 119-058
2.618 118-188
4.250 117-198
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 120-140 120-128
PP 120-138 120-122
S1 120-137 120-115

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

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