ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 116-220 116-020 -0-200 -0.5% 117-300
High 116-230 116-310 0-080 0.2% 117-300
Low 116-170 116-020 -0-150 -0.4% 116-170
Close 116-280 116-300 0-020 0.1% 116-280
Range 0-060 0-290 0-230 383.3% 1-130
ATR 0-135 0-146 0-011 8.2% 0-000
Volume 373 1,422 1,049 281.2% 1,432
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-120 119-020 117-140
R3 118-150 118-050 117-060
R2 117-180 117-180 117-033
R1 117-080 117-080 117-007 117-130
PP 116-210 116-210 116-210 116-235
S1 116-110 116-110 116-273 116-160
S2 115-240 115-240 116-247
S3 114-270 115-140 116-220
S4 113-300 114-170 116-140
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
5 117-250 116-020 1-230 1.5% 0-160 0.4% 51% False True 559
10 117-310 116-020 1-290 1.6% 0-112 0.3% 46% False True 292
20 119-300 116-020 3-280 3.3% 0-076 0.2% 23% False True 150
40 119-300 115-280 4-020 3.5% 0-052 0.1% 26% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 120-262
2.618 119-109
1.618 118-139
1.000 117-280
0.618 117-169
HIGH 116-310
0.618 116-199
0.500 116-165
0.382 116-131
LOW 116-020
0.618 115-161
1.000 115-050
1.618 114-191
2.618 113-221
4.250 112-068
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 116-255 116-262
PP 116-210 116-223
S1 116-165 116-185

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

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