ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 124-225 124-310 0-085 0.2% 124-255
High 125-065 125-045 -0-020 0.0% 125-125
Low 124-215 124-195 -0-020 -0.1% 124-100
Close 124-295 124-245 -0-050 -0.1% 124-295
Range 0-170 0-170 0-000 0.0% 1-025
ATR 0-206 0-203 -0-003 -1.2% 0-000
Volume 22,692 11,807 -10,885 -48.0% 154,953
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-138 126-042 125-018
R3 125-288 125-192 124-292
R2 125-118 125-118 124-276
R1 125-022 125-022 124-261 124-305
PP 124-268 124-268 124-268 124-250
S1 124-172 124-172 124-229 124-135
S2 124-098 124-098 124-214
S3 123-248 124-002 124-198
S4 123-078 123-152 124-152
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 128-035 127-190 125-165
R3 127-010 126-165 125-070
R2 125-305 125-305 125-038
R1 125-140 125-140 125-007 125-222
PP 124-280 124-280 124-280 125-001
S1 124-115 124-115 124-263 124-198
S2 123-255 123-255 124-232
S3 122-230 123-090 124-200
S4 121-205 122-065 124-105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-125 124-100 1-025 0.9% 0-204 0.5% 42% False False 27,316
10 125-125 123-180 1-265 1.5% 0-216 0.5% 66% False False 196,725
20 125-125 121-305 3-140 2.8% 0-196 0.5% 82% False False 769,211
40 125-125 119-015 6-110 5.1% 0-194 0.5% 90% False False 894,427
60 125-125 117-295 7-150 6.0% 0-200 0.5% 92% False False 946,112
80 125-125 117-050 8-075 6.6% 0-218 0.5% 92% False False 962,205
100 125-125 116-040 9-085 7.4% 0-222 0.6% 93% False False 771,360
Crabel Price Patterns
NR False
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-038
Fibonacci Retracements and Extensions
4.250 127-128
2.618 126-170
1.618 126-000
1.000 125-215
0.618 125-150
HIGH 125-045
0.618 124-300
0.500 124-280
0.382 124-260
LOW 124-195
0.618 124-090
1.000 124-025
1.618 123-240
2.618 123-070
4.250 122-112
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 124-280 124-308
PP 124-268 124-287
S1 124-257 124-266

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

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