ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 123-285 123-295 0-010 0.0% 122-280
High 124-040 124-295 0-255 0.6% 123-315
Low 123-180 123-260 0-080 0.2% 122-240
Close 124-010 124-240 0-230 0.6% 123-275
Range 0-180 1-035 0-175 97.2% 1-075
ATR 0-192 0-204 0-012 6.1% 0-000
Volume 1,353,509 234,678 -1,118,831 -82.7% 7,441,511
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-263 127-127 125-115
R3 126-228 126-092 125-018
R2 125-193 125-193 124-305
R1 125-057 125-057 124-273 125-125
PP 124-158 124-158 124-158 124-192
S1 124-022 124-022 124-207 124-090
S2 123-123 123-123 124-175
S3 122-088 122-307 124-142
S4 121-053 121-272 124-045
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
5 124-295 122-290 2-005 1.6% 0-216 0.5% 91% True False 1,316,788
10 124-295 121-305 2-310 2.4% 0-198 0.5% 94% True False 1,295,199
20 124-295 121-085 3-210 2.9% 0-202 0.5% 95% True False 1,244,840
40 124-295 117-295 7-000 5.6% 0-196 0.5% 98% True False 1,101,681
60 124-295 117-295 7-000 5.6% 0-218 0.5% 98% True False 1,123,382
80 124-295 116-040 8-255 7.1% 0-220 0.6% 98% True False 959,027
100 124-295 116-040 8-255 7.1% 0-220 0.6% 98% True False 767,630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 129-204
2.618 127-264
1.618 126-229
1.000 126-010
0.618 125-194
HIGH 124-295
0.618 124-159
0.500 124-118
0.382 124-076
LOW 123-260
0.618 123-041
1.000 122-225
1.618 122-006
2.618 120-291
4.250 119-031
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 124-199 124-184
PP 124-158 124-128
S1 124-118 124-072

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

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