ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 124-255 124-240 -0-015 0.0% 123-285
High 124-290 124-290 0-000 0.0% 125-065
Low 124-140 124-100 -0-040 -0.1% 123-180
Close 124-240 124-210 -0-030 -0.1% 124-235
Range 0-150 0-190 0-040 26.7% 1-205
ATR 0-203 0-202 -0-001 -0.5% 0-000
Volume 30,180 40,629 10,449 34.6% 1,800,499
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-130 126-040 124-314
R3 125-260 125-170 124-262
R2 125-070 125-070 124-245
R1 124-300 124-300 124-227 124-250
PP 124-200 124-200 124-200 124-175
S1 124-110 124-110 124-193 124-060
S2 124-010 124-010 124-175
S3 123-140 123-240 124-158
S4 122-270 123-050 124-106
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
5 125-065 123-260 1-125 1.1% 0-230 0.6% 61% False False 103,559
10 125-065 122-240 2-145 2.0% 0-202 0.5% 78% False False 811,838
20 125-065 121-235 3-150 2.8% 0-200 0.5% 84% False False 1,008,825
40 125-065 118-020 7-045 5.7% 0-197 0.5% 92% False False 1,001,149
60 125-065 117-295 7-090 5.8% 0-214 0.5% 92% False False 1,048,689
80 125-065 116-170 8-215 7.0% 0-218 0.5% 94% False False 962,021
100 125-065 116-040 9-025 7.3% 0-220 0.6% 94% False False 770,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-138
2.618 126-147
1.618 125-277
1.000 125-160
0.618 125-087
HIGH 124-290
0.618 124-217
0.500 124-195
0.382 124-173
LOW 124-100
0.618 123-303
1.000 123-230
1.618 123-113
2.618 122-243
4.250 121-252
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 124-205 124-242
PP 124-200 124-232
S1 124-195 124-221

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

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