ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 123-005 123-040 0-035 0.1% 122-210
High 123-060 123-105 0-045 0.1% 123-055
Low 122-240 123-005 0-085 0.2% 121-305
Close 123-025 123-045 0-020 0.1% 122-260
Range 0-140 0-100 -0-040 -28.6% 1-070
ATR 0-195 0-188 -0-007 -3.5% 0-000
Volume 1,251,316 1,591,751 340,435 27.2% 5,975,455
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 124-032 123-298 123-100
R3 123-252 123-198 123-072
R2 123-152 123-152 123-063
R1 123-098 123-098 123-054 123-125
PP 123-052 123-052 123-052 123-065
S1 122-318 122-318 123-036 123-025
S2 122-272 122-272 123-027
S3 122-172 122-218 123-018
S4 122-072 122-118 122-310
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% 0-150 0.4% 82% False False 1,332,856
10 123-130 121-305 1-145 1.2% 0-182 0.5% 82% False False 1,271,566
20 123-130 120-155 2-295 2.4% 0-185 0.5% 91% False False 1,161,849
40 123-130 117-295 5-155 4.5% 0-193 0.5% 95% False False 1,082,325
60 123-130 117-180 5-270 4.7% 0-220 0.6% 95% False False 1,122,136
80 123-130 116-040 7-090 5.9% 0-221 0.6% 96% False False 896,874
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 124-210
2.618 124-047
1.618 123-267
1.000 123-205
0.618 123-167
HIGH 123-105
0.618 123-067
0.500 123-055
0.382 123-043
LOW 123-005
0.618 122-263
1.000 122-225
1.618 122-163
2.618 122-063
4.250 121-220
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 123-055 123-038
PP 123-052 123-032
S1 123-048 123-025

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

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