ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 122-185 122-280 0-095 0.2% 122-210
High 122-285 123-130 0-165 0.4% 123-055
Low 122-165 122-280 0-115 0.3% 121-305
Close 122-260 123-000 0-060 0.2% 122-260
Range 0-120 0-170 0-050 41.7% 1-070
ATR 0-200 0-200 -0-001 -0.4% 0-000
Volume 1,042,624 1,194,438 151,814 14.6% 5,975,455
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 124-220 124-120 123-094
R3 124-050 123-270 123-047
R2 123-200 123-200 123-031
R1 123-100 123-100 123-016 123-150
PP 123-030 123-030 123-030 123-055
S1 122-250 122-250 122-304 122-300
S2 122-180 122-180 122-289
S3 122-010 122-080 122-273
S4 121-160 121-230 122-226
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
5 123-130 121-305 1-145 1.2% 0-191 0.5% 72% True False 1,277,854
10 123-130 121-235 1-215 1.4% 0-199 0.5% 76% True False 1,205,812
20 123-130 120-045 3-085 2.7% 0-192 0.5% 88% True False 1,102,736
40 123-130 117-295 5-155 4.5% 0-196 0.5% 93% True False 1,055,101
60 123-130 117-180 5-270 4.8% 0-222 0.6% 93% True False 1,114,288
80 123-130 116-040 7-090 5.9% 0-225 0.6% 94% True False 861,379
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-212
2.618 124-255
1.618 124-085
1.000 123-300
0.618 123-235
HIGH 123-130
0.618 123-065
0.500 123-045
0.382 123-025
LOW 122-280
0.618 122-175
1.000 122-110
1.618 122-005
2.618 121-155
4.250 120-198
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 123-045 122-286
PP 123-030 122-252
S1 123-015 122-218

Download as Excel Spreadsheet

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

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