ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 120-170 120-300 0-130 0.3% 120-005
High 121-045 121-070 0-025 0.1% 121-070
Low 120-155 120-250 0-095 0.2% 119-300
Close 120-305 121-045 0-060 0.2% 121-045
Range 0-210 0-140 -0-070 -33.3% 1-090
ATR 0-210 0-205 -0-005 -2.4% 0-000
Volume 1,140,527 650,447 -490,080 -43.0% 4,132,533
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-115 122-060 121-122
R3 121-295 121-240 121-084
R2 121-155 121-155 121-071
R1 121-100 121-100 121-058 121-128
PP 121-015 121-015 121-015 121-029
S1 120-280 120-280 121-032 120-308
S2 120-195 120-195 121-019
S3 120-055 120-140 121-006
S4 119-235 120-000 120-288
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 124-195 124-050 121-270
R3 123-105 122-280 121-158
R2 122-015 122-015 121-120
R1 121-190 121-190 121-083 121-262
PP 120-245 120-245 120-245 120-281
S1 120-100 120-100 121-007 120-172
S2 119-155 119-155 120-290
S3 118-065 119-010 120-252
S4 116-295 117-240 120-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-070 119-300 1-090 1.1% 0-171 0.4% 94% True False 826,506
10 121-070 119-015 2-055 1.8% 0-181 0.5% 96% True False 895,980
20 121-070 117-295 3-095 2.7% 0-198 0.5% 98% True False 980,962
40 121-265 117-180 4-085 3.5% 0-233 0.6% 84% False False 1,083,526
60 121-265 116-040 5-225 4.7% 0-231 0.6% 88% False False 838,256
80 121-265 116-040 5-225 4.7% 0-225 0.6% 88% False False 629,074
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-025
2.618 122-117
1.618 121-297
1.000 121-210
0.618 121-157
HIGH 121-070
0.618 121-017
0.500 121-000
0.382 120-303
LOW 120-250
0.618 120-163
1.000 120-110
1.618 120-023
2.618 119-203
4.250 118-295
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 121-030 120-316
PP 121-015 120-267
S1 121-000 120-218

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

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