ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 120-300 121-040 0-060 0.2% 120-005
High 121-070 121-145 0-075 0.2% 121-070
Low 120-250 120-285 0-035 0.1% 119-300
Close 121-045 121-075 0-030 0.1% 121-045
Range 0-140 0-180 0-040 28.6% 1-090
ATR 0-205 0-203 -0-002 -0.9% 0-000
Volume 650,447 748,876 98,429 15.1% 4,132,533
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 122-282 122-198 121-174
R3 122-102 122-018 121-124
R2 121-242 121-242 121-108
R1 121-158 121-158 121-092 121-200
PP 121-062 121-062 121-062 121-082
S1 120-298 120-298 121-058 121-020
S2 120-202 120-202 121-042
S3 120-022 120-118 121-026
S4 119-162 119-258 120-296
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
5 121-145 120-045 1-100 1.1% 0-180 0.5% 83% True False 840,133
10 121-145 119-165 1-300 1.6% 0-171 0.4% 89% True False 864,560
20 121-145 117-295 3-170 2.9% 0-195 0.5% 94% True False 958,918
40 121-265 117-295 3-290 3.2% 0-228 0.6% 85% False False 1,066,667
60 121-265 116-040 5-225 4.7% 0-231 0.6% 90% False False 850,631
80 121-265 116-040 5-225 4.7% 0-224 0.6% 90% False False 638,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-270
2.618 122-296
1.618 122-116
1.000 122-005
0.618 121-256
HIGH 121-145
0.618 121-076
0.500 121-055
0.382 121-034
LOW 120-285
0.618 120-174
1.000 120-105
1.618 119-314
2.618 119-134
4.250 118-160
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 121-068 121-047
PP 121-062 121-018
S1 121-055 120-310

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

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