ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 123-040 123-250 0-210 0.5% 122-280
High 123-270 123-315 0-045 0.1% 123-315
Low 122-290 123-170 0-200 0.5% 122-240
Close 123-240 123-275 0-035 0.1% 123-275
Range 0-300 0-145 -0-155 -51.7% 1-075
ATR 0-196 0-193 -0-004 -1.9% 0-000
Volume 2,147,405 1,256,601 -890,804 -41.5% 7,441,511
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 125-048 124-307 124-035
R3 124-223 124-162 123-315
R2 124-078 124-078 123-302
R1 124-017 124-017 123-288 124-048
PP 123-253 123-253 123-253 123-269
S1 123-192 123-192 123-262 123-222
S2 123-108 123-108 123-248
S3 122-283 123-047 123-235
S4 122-138 122-222 123-195
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 127-075 126-250 124-172
R3 126-000 125-175 124-064
R2 124-245 124-245 124-027
R1 124-100 124-100 123-311 124-172
PP 123-170 123-170 123-170 123-206
S1 123-025 123-025 123-239 123-098
S2 122-095 122-095 123-203
S3 121-020 121-270 123-166
S4 119-265 120-195 123-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-315 122-240 1-075 1.0% 0-171 0.4% 90% True False 1,488,302
10 123-315 121-305 2-010 1.6% 0-177 0.4% 94% True False 1,341,696
20 123-315 120-285 3-030 2.5% 0-190 0.5% 96% True False 1,242,500
40 123-315 117-295 6-020 4.9% 0-194 0.5% 98% True False 1,111,731
60 123-315 117-180 6-135 5.2% 0-218 0.6% 98% True False 1,136,517
80 123-315 116-040 7-275 6.3% 0-221 0.6% 98% True False 939,317
100 123-315 116-040 7-275 6.3% 0-218 0.5% 98% True False 751,760
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 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-291
2.618 125-055
1.618 124-230
1.000 124-140
0.618 124-085
HIGH 123-315
0.618 123-260
0.500 123-242
0.382 123-225
LOW 123-170
0.618 123-080
1.000 123-025
1.618 122-255
2.618 122-110
4.250 121-194
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 123-264 123-231
PP 123-253 123-187
S1 123-242 123-142

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

View Archives - Comment on this page... - Back to Index of Symbols