ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 120-230 120-170 -0-060 -0.2% 119-255
High 120-235 121-045 0-130 0.3% 120-115
Low 120-045 120-155 0-110 0.3% 119-165
Close 120-135 120-305 0-170 0.4% 119-315
Range 0-190 0-210 0-020 10.5% 0-270
ATR 0-208 0-210 0-002 0.7% 0-000
Volume 891,934 1,140,527 248,593 27.9% 3,764,191
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-265 122-175 121-100
R3 122-055 121-285 121-043
R2 121-165 121-165 121-024
R1 121-075 121-075 121-004 121-120
PP 120-275 120-275 120-275 120-298
S1 120-185 120-185 120-286 120-230
S2 120-065 120-065 120-266
S3 119-175 119-295 120-247
S4 118-285 119-085 120-190
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
5 121-045 119-240 1-125 1.1% 0-174 0.4% 87% True False 828,355
10 121-045 119-015 2-030 1.7% 0-190 0.5% 91% True False 963,842
20 121-045 117-295 3-070 2.7% 0-202 0.5% 94% True False 1,012,632
40 121-265 117-180 4-085 3.5% 0-237 0.6% 79% False False 1,100,949
60 121-265 116-040 5-225 4.7% 0-234 0.6% 85% False False 827,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-298
2.618 122-275
1.618 122-065
1.000 121-255
0.618 121-175
HIGH 121-045
0.618 120-285
0.500 120-260
0.382 120-235
LOW 120-155
0.618 120-025
1.000 119-265
1.618 119-135
2.618 118-245
4.250 117-222
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 120-290 120-272
PP 120-275 120-238
S1 120-260 120-205

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

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