ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 125-025 125-120 0-095 0.2% 124-310
High 125-265 125-165 -0-100 -0.2% 125-265
Low 125-005 125-010 0-005 0.0% 123-300
Close 125-185 125-120 -0-065 -0.2% 125-120
Range 0-260 0-155 -0-105 -40.4% 1-285
ATR 0-226 0-222 -0-004 -1.6% 0-000
Volume 27,998 18,502 -9,496 -33.9% 88,457
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-243 126-177 125-205
R3 126-088 126-022 125-163
R2 125-253 125-253 125-148
R1 125-187 125-187 125-134 125-198
PP 125-098 125-098 125-098 125-104
S1 125-032 125-032 125-106 125-042
S2 124-263 124-263 125-092
S3 124-108 124-197 125-077
S4 123-273 124-042 125-035
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 130-230 129-300 126-133
R3 128-265 128-015 125-286
R2 126-300 126-300 125-231
R1 126-050 126-050 125-175 126-175
PP 125-015 125-015 125-015 125-078
S1 124-085 124-085 125-065 124-210
S2 123-050 123-050 125-009
S3 121-085 122-120 124-274
S4 119-120 120-155 124-107
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% 0-253 0.6% 76% False False 17,691
10 125-265 123-300 1-285 1.5% 0-226 0.6% 76% False False 24,341
20 125-265 122-165 3-100 2.6% 0-212 0.5% 86% False False 526,402
40 125-265 119-240 6-025 4.8% 0-202 0.5% 93% False False 792,153
60 125-265 117-295 7-290 6.3% 0-204 0.5% 94% False False 876,584
80 125-265 117-180 8-085 6.6% 0-220 0.5% 95% False False 957,969
100 125-265 116-040 9-225 7.7% 0-223 0.6% 95% False False 772,090
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-184
2.618 126-251
1.618 126-096
1.000 126-000
0.618 125-261
HIGH 125-165
0.618 125-106
0.500 125-088
0.382 125-069
LOW 125-010
0.618 124-234
1.000 124-175
1.618 124-079
2.618 123-244
4.250 122-311
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 125-109 125-072
PP 125-098 125-025
S1 125-088 124-298

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

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