ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 122-210 122-250 0-040 0.1% 122-055
High 122-260 123-055 0-115 0.3% 122-310
Low 122-130 122-180 0-050 0.1% 121-235
Close 122-240 122-300 0-060 0.2% 122-160
Range 0-130 0-195 0-065 50.0% 1-075
ATR 0-203 0-202 -0-001 -0.3% 0-000
Volume 780,622 1,272,538 491,916 63.0% 5,862,523
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 124-230 124-140 123-087
R3 124-035 123-265 123-034
R2 123-160 123-160 123-016
R1 123-070 123-070 122-318 123-115
PP 122-285 122-285 122-285 122-308
S1 122-195 122-195 122-282 122-240
S2 122-090 122-090 122-264
S3 121-215 122-000 122-246
S4 121-020 121-125 122-193
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 126-033 125-172 123-057
R3 124-278 124-097 122-269
R2 123-203 123-203 122-232
R1 123-022 123-022 122-196 123-112
PP 122-128 122-128 122-128 122-174
S1 121-267 121-267 122-124 122-038
S2 121-053 121-053 122-088
S3 119-298 120-192 122-051
S4 118-223 119-117 121-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-055 121-235 1-140 1.2% 0-213 0.5% 84% True False 1,200,323
10 123-055 121-085 1-290 1.6% 0-207 0.5% 88% True False 1,194,481
20 123-055 119-240 3-135 2.8% 0-182 0.5% 93% True False 998,928
40 123-055 117-295 5-080 4.3% 0-197 0.5% 96% True False 1,032,769
60 123-055 117-180 5-195 4.6% 0-225 0.6% 96% True False 1,059,528
80 123-055 116-040 7-015 5.7% 0-226 0.6% 97% True False 797,536
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 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-244
2.618 124-246
1.618 124-051
1.000 123-250
0.618 123-176
HIGH 123-055
0.618 122-301
0.500 122-278
0.382 122-254
LOW 122-180
0.618 122-059
1.000 121-305
1.618 121-184
2.618 120-309
4.250 119-311
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 122-292 122-266
PP 122-285 122-232
S1 122-278 122-198

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

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