ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 124-010 125-025 1-015 0.8% 124-255
High 125-070 125-265 0-195 0.5% 125-125
Low 124-010 125-005 0-315 0.8% 124-100
Close 125-035 125-185 0-150 0.4% 124-295
Range 1-060 0-260 -0-120 -31.6% 1-025
ATR 0-224 0-226 0-003 1.2% 0-000
Volume 14,960 27,998 13,038 87.2% 154,953
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-292 127-178 126-008
R3 127-032 126-238 125-256
R2 126-092 126-092 125-233
R1 125-298 125-298 125-209 126-035
PP 125-152 125-152 125-152 125-180
S1 125-038 125-038 125-161 125-095
S2 124-212 124-212 125-137
S3 123-272 124-098 125-114
S4 123-012 123-158 125-042
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
5 125-265 123-300 1-285 1.5% 0-256 0.6% 87% True False 18,529
10 125-265 123-300 1-285 1.5% 0-237 0.6% 87% True False 30,895
20 125-265 121-305 3-280 3.1% 0-215 0.5% 94% True False 604,684
40 125-265 119-240 6-025 4.8% 0-201 0.5% 96% True False 811,870
60 125-265 117-295 7-290 6.3% 0-205 0.5% 97% True False 895,210
80 125-265 117-180 8-085 6.6% 0-221 0.5% 97% True False 961,550
100 125-265 116-040 9-225 7.7% 0-225 0.6% 97% True False 771,908
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-090
2.618 127-306
1.618 127-046
1.000 126-205
0.618 126-106
HIGH 125-265
0.618 125-166
0.500 125-135
0.382 125-104
LOW 125-005
0.618 124-164
1.000 124-065
1.618 123-224
2.618 122-284
4.250 121-180
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 125-168 125-111
PP 125-152 125-037
S1 125-135 124-282

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

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