ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 124-310 124-280 -0-030 -0.1% 124-255
High 125-045 124-280 -0-085 -0.2% 125-125
Low 124-195 123-300 -0-215 -0.5% 124-100
Close 124-245 123-315 -0-250 -0.6% 124-295
Range 0-170 0-300 0-130 76.5% 1-025
ATR 0-203 0-210 0-007 3.4% 0-000
Volume 11,807 15,190 3,383 28.7% 154,953
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-025 126-150 124-160
R3 126-045 125-170 124-078
R2 125-065 125-065 124-050
R1 124-190 124-190 124-022 124-138
PP 124-085 124-085 124-085 124-059
S1 123-210 123-210 123-288 123-158
S2 123-105 123-105 123-260
S3 122-125 122-230 123-232
S4 121-145 121-250 123-150
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
5 125-125 123-300 1-145 1.2% 0-226 0.6% 3% False True 22,228
10 125-125 123-260 1-185 1.3% 0-228 0.6% 11% False False 62,894
20 125-125 121-305 3-140 2.8% 0-205 0.5% 59% False False 730,939
40 125-125 119-165 5-280 4.7% 0-195 0.5% 76% False False 868,229
60 125-125 117-295 7-150 6.0% 0-201 0.5% 81% False False 928,751
80 125-125 117-060 8-065 6.6% 0-219 0.6% 83% False False 962,004
100 125-125 116-040 9-085 7.5% 0-221 0.6% 85% False False 771,497
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 0-031
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 128-275
2.618 127-105
1.618 126-125
1.000 125-260
0.618 125-145
HIGH 124-280
0.618 124-165
0.500 124-130
0.382 124-095
LOW 123-300
0.618 123-115
1.000 123-000
1.618 122-135
2.618 121-155
4.250 119-305
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 124-130 124-182
PP 124-085 124-120
S1 124-040 124-058

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

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