ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 124-135 124-255 0-120 0.3% 123-285
High 125-065 124-290 -0-095 -0.2% 125-065
Low 124-125 124-140 0-015 0.0% 123-180
Close 124-235 124-240 0-005 0.0% 124-235
Range 0-260 0-150 -0-110 -42.3% 1-205
ATR 0-207 0-203 -0-004 -2.0% 0-000
Volume 84,045 30,180 -53,865 -64.1% 1,800,499
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-033 125-287 125-002
R3 125-203 125-137 124-281
R2 125-053 125-053 124-268
R1 124-307 124-307 124-254 124-265
PP 124-223 124-223 124-223 124-202
S1 124-157 124-157 124-226 124-115
S2 124-073 124-073 124-212
S3 123-243 124-007 124-199
S4 123-093 123-177 124-158
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 129-135 128-230 125-204
R3 127-250 127-025 125-059
R2 126-045 126-045 125-011
R1 125-140 125-140 124-283 125-252
PP 124-160 124-160 124-160 124-216
S1 123-255 123-255 124-187 124-048
S2 122-275 122-275 124-139
S3 121-070 122-050 124-091
S4 119-185 120-165 123-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-065 123-180 1-205 1.3% 0-228 0.6% 72% False False 366,135
10 125-065 122-240 2-145 2.0% 0-200 0.5% 82% False False 927,219
20 125-065 121-235 3-150 2.8% 0-199 0.5% 87% False False 1,055,508
40 125-065 117-295 7-090 5.8% 0-196 0.5% 94% False False 1,022,628
60 125-065 117-295 7-090 5.8% 0-215 0.5% 94% False False 1,068,288
80 125-065 116-140 8-245 7.0% 0-218 0.5% 95% False False 961,668
100 125-065 116-040 9-025 7.3% 0-220 0.6% 95% False False 770,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-288
2.618 126-043
1.618 125-213
1.000 125-120
0.618 125-063
HIGH 124-290
0.618 124-233
0.500 124-215
0.382 124-197
LOW 124-140
0.618 124-047
1.000 123-310
1.618 123-217
2.618 123-067
4.250 122-142
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 124-232 124-242
PP 124-223 124-242
S1 124-215 124-241

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.