ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 124-280 124-010 -0-270 -0.7% 124-255
High 124-280 125-070 0-110 0.3% 125-125
Low 123-300 124-010 0-030 0.1% 124-100
Close 123-315 125-035 1-040 0.9% 124-295
Range 0-300 1-060 0-080 26.7% 1-025
ATR 0-210 0-224 0-013 6.3% 0-000
Volume 15,190 14,960 -230 -1.5% 154,953
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 128-112 127-293 125-244
R3 127-052 126-233 125-140
R2 125-312 125-312 125-105
R1 125-173 125-173 125-070 125-242
PP 124-252 124-252 124-252 124-286
S1 124-113 124-113 125-000 124-182
S2 123-192 123-192 124-285
S3 122-132 123-053 124-250
S4 121-072 121-313 124-146
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% 0-259 0.6% 81% False False 18,631
10 125-125 123-300 1-145 1.2% 0-230 0.6% 81% False False 40,922
20 125-125 121-305 3-140 2.7% 0-214 0.5% 92% False False 668,060
40 125-125 119-240 5-205 4.5% 0-198 0.5% 95% False False 833,494
60 125-125 117-295 7-150 6.0% 0-203 0.5% 96% False False 911,199
80 125-125 117-180 7-265 6.3% 0-222 0.6% 96% False False 961,661
100 125-125 116-040 9-085 7.4% 0-223 0.6% 97% False False 771,641
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 0-028
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 130-085
2.618 128-105
1.618 127-045
1.000 126-130
0.618 125-305
HIGH 125-070
0.618 124-245
0.500 124-200
0.382 124-155
LOW 124-010
0.618 123-095
1.000 122-270
1.618 122-035
2.618 120-295
4.250 118-315
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 124-303 124-298
PP 124-252 124-242
S1 124-200 124-185

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

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