ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 122-250 122-305 0-055 0.1% 122-055
High 123-055 123-055 0-000 0.0% 122-310
Low 122-180 122-125 -0-055 -0.1% 121-235
Close 122-300 122-170 -0-130 -0.3% 122-160
Range 0-195 0-250 0-055 28.2% 1-075
ATR 0-202 0-205 0-003 1.7% 0-000
Volume 1,272,538 1,295,518 22,980 1.8% 5,862,523
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 125-013 124-182 122-308
R3 124-083 123-252 122-239
R2 123-153 123-153 122-216
R1 123-002 123-002 122-193 122-272
PP 122-223 122-223 122-223 122-199
S1 122-072 122-072 122-147 122-022
S2 121-293 121-293 122-124
S3 121-043 121-142 122-101
S4 120-113 120-212 122-032
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
5 123-055 122-005 1-050 0.9% 0-215 0.5% 45% True False 1,210,277
10 123-055 121-170 1-205 1.3% 0-216 0.5% 61% True False 1,216,758
20 123-055 119-240 3-135 2.8% 0-187 0.5% 81% True False 1,019,057
40 123-055 117-295 5-080 4.3% 0-200 0.5% 88% True False 1,040,472
60 123-055 117-180 5-195 4.6% 0-223 0.6% 89% True False 1,080,505
80 123-055 116-040 7-015 5.8% 0-227 0.6% 91% True False 813,714
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 3 trading days
Fibonacci Retracements and Extensions
4.250 126-158
2.618 125-070
1.618 124-140
1.000 123-305
0.618 123-210
HIGH 123-055
0.618 122-280
0.500 122-250
0.382 122-220
LOW 122-125
0.618 121-290
1.000 121-195
1.618 121-040
2.618 120-110
4.250 119-022
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 122-250 122-250
PP 122-223 122-223
S1 122-197 122-197

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

View Archives - Comment on this page... - Back to Index of Symbols