ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 123-040 123-040 0-000 0.0% 122-210
High 123-105 123-270 0-165 0.4% 123-055
Low 123-005 122-290 -0-035 -0.1% 121-305
Close 123-045 123-240 0-195 0.5% 122-260
Range 0-100 0-300 0-200 200.0% 1-070
ATR 0-188 0-196 0-008 4.2% 0-000
Volume 1,591,751 2,147,405 555,654 34.9% 5,975,455
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 126-100 125-310 124-085
R3 125-120 125-010 124-002
R2 124-140 124-140 123-295
R1 124-030 124-030 123-268 124-085
PP 123-160 123-160 123-160 123-188
S1 123-050 123-050 123-212 123-105
S2 122-180 122-180 123-185
S3 121-200 122-070 123-158
S4 120-220 121-090 123-075
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
5 123-270 122-165 1-105 1.1% 0-166 0.4% 93% True False 1,445,506
10 123-270 121-305 1-285 1.5% 0-192 0.5% 95% True False 1,356,702
20 123-270 120-250 3-020 2.5% 0-190 0.5% 97% True False 1,212,193
40 123-270 117-295 5-295 4.8% 0-196 0.5% 98% True False 1,112,412
60 123-270 117-180 6-090 5.1% 0-221 0.6% 99% True False 1,138,030
80 123-270 116-040 7-230 6.2% 0-223 0.6% 99% True False 923,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 127-265
2.618 126-095
1.618 125-115
1.000 124-250
0.618 124-135
HIGH 123-270
0.618 123-155
0.500 123-120
0.382 123-085
LOW 122-290
0.618 122-105
1.000 121-310
1.618 121-125
2.618 120-145
4.250 118-295
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 123-200 123-192
PP 123-160 123-143
S1 123-120 123-095

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

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