ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 122-305 122-140 -0-165 -0.4% 122-055
High 123-055 122-205 -0-170 -0.4% 122-310
Low 122-125 121-305 -0-140 -0.4% 121-235
Close 122-170 122-195 0-025 0.1% 122-160
Range 0-250 0-220 -0-030 -12.0% 1-075
ATR 0-205 0-206 0-001 0.5% 0-000
Volume 1,295,518 1,584,153 288,635 22.3% 5,862,523
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 124-148 124-072 122-316
R3 123-248 123-172 122-256
R2 123-028 123-028 122-235
R1 122-272 122-272 122-215 122-310
PP 122-128 122-128 122-128 122-148
S1 122-052 122-052 122-175 122-090
S2 121-228 121-228 122-155
S3 121-008 121-152 122-134
S4 120-108 120-252 122-074
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
5 123-055 121-305 1-070 1.0% 0-217 0.6% 54% False True 1,267,898
10 123-055 121-170 1-205 1.3% 0-216 0.6% 66% False False 1,250,325
20 123-055 119-240 3-135 2.8% 0-192 0.5% 84% False False 1,057,905
40 123-055 117-295 5-080 4.3% 0-201 0.5% 89% False False 1,051,675
60 123-055 117-180 5-195 4.6% 0-223 0.6% 90% False False 1,101,825
80 123-055 116-040 7-015 5.7% 0-226 0.6% 92% False False 833,512
Crabel Price Patterns
NR True
NR4 False
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 0-060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-180
2.618 124-141
1.618 123-241
1.000 123-105
0.618 123-021
HIGH 122-205
0.618 122-121
0.500 122-095
0.382 122-069
LOW 121-305
0.618 121-169
1.000 121-085
1.618 120-269
2.618 120-049
4.250 119-010
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 122-162 122-190
PP 122-128 122-185
S1 122-095 122-180

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

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