ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 122-140 122-185 0-045 0.1% 122-210
High 122-205 122-285 0-080 0.2% 123-055
Low 121-305 122-165 0-180 0.5% 121-305
Close 122-195 122-260 0-065 0.2% 122-260
Range 0-220 0-120 -0-100 -45.5% 1-070
ATR 0-206 0-200 -0-006 -3.0% 0-000
Volume 1,584,153 1,042,624 -541,529 -34.2% 5,975,455
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 123-277 123-228 123-006
R3 123-157 123-108 122-293
R2 123-037 123-037 122-282
R1 122-308 122-308 122-271 123-012
PP 122-237 122-237 122-237 122-249
S1 122-188 122-188 122-249 122-212
S2 122-117 122-117 122-238
S3 121-317 122-068 122-227
S4 121-197 121-268 122-194
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 126-097 125-248 123-154
R3 125-027 124-178 123-047
R2 123-277 123-277 123-012
R1 123-108 123-108 122-296 123-192
PP 122-207 122-207 122-207 122-249
S1 122-038 122-038 122-224 122-122
S2 121-137 121-137 122-188
S3 120-067 120-288 122-153
S4 118-317 119-218 122-046
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% 0-183 0.5% 71% False False 1,195,091
10 123-055 121-235 1-140 1.2% 0-198 0.5% 75% False False 1,183,797
20 123-055 119-300 3-075 2.6% 0-190 0.5% 89% False False 1,077,052
40 123-055 117-295 5-080 4.3% 0-197 0.5% 93% False False 1,051,600
60 123-055 117-180 5-195 4.6% 0-222 0.6% 94% False False 1,108,998
80 123-055 116-040 7-015 5.7% 0-225 0.6% 95% False False 846,509
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-052
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124-155
2.618 123-279
1.618 123-159
1.000 123-085
0.618 123-039
HIGH 122-285
0.618 122-239
0.500 122-225
0.382 122-211
LOW 122-165
0.618 122-091
1.000 122-045
1.618 121-291
2.618 121-171
4.250 120-295
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 122-248 122-233
PP 122-237 122-207
S1 122-225 122-180

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

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