ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 116-220 116-220 0-000 0.0% 117-300
High 117-030 116-230 -0-120 -0.3% 117-300
Low 116-220 116-170 -0-050 -0.1% 116-170
Close 117-020 116-280 -0-060 -0.2% 116-280
Range 0-130 0-060 -0-070 -53.8% 1-130
ATR 0-133 0-135 0-003 2.0% 0-000
Volume 277 373 96 34.7% 1,432
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 117-087 117-083 116-313
R3 117-027 117-023 116-296
R2 116-287 116-287 116-291
R1 116-283 116-283 116-286 116-285
PP 116-227 116-227 116-227 116-228
S1 116-223 116-223 116-274 116-225
S2 116-167 116-167 116-269
S3 116-107 116-163 116-264
S4 116-047 116-103 116-247
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 121-107 120-163 117-208
R3 119-297 119-033 117-084
R2 118-167 118-167 117-042
R1 117-223 117-223 117-001 117-130
PP 117-037 117-037 117-037 116-310
S1 116-093 116-093 116-239 116-000
S2 115-227 115-227 116-198
S3 114-097 114-283 116-156
S4 112-287 113-153 116-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-300 116-170 1-130 1.2% 0-102 0.3% 24% False True 286
10 117-310 116-170 1-140 1.2% 0-084 0.2% 24% False True 151
20 119-300 116-170 3-130 2.9% 0-066 0.2% 10% False True 79
40 119-300 115-220 4-080 3.6% 0-045 0.1% 28% False False 42
Crabel Price Patterns
NR True
NR4 True
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 0-004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-165
2.618 117-067
1.618 117-007
1.000 116-290
0.618 116-267
HIGH 116-230
0.618 116-207
0.500 116-200
0.382 116-193
LOW 116-170
0.618 116-133
1.000 116-110
1.618 116-073
2.618 116-013
4.250 115-235
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 116-253 116-315
PP 116-227 116-303
S1 116-200 116-292

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

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