ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 116-020 116-270 0-250 0.7% 117-300
High 116-310 117-200 0-210 0.6% 117-300
Low 116-020 116-270 0-250 0.7% 116-170
Close 116-300 117-180 0-200 0.5% 116-280
Range 0-290 0-250 -0-040 -13.8% 1-130
ATR 0-146 0-154 0-007 5.0% 0-000
Volume 1,422 141 -1,281 -90.1% 1,432
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-220 119-130 117-318
R3 118-290 118-200 117-249
R2 118-040 118-040 117-226
R1 117-270 117-270 117-203 117-315
PP 117-110 117-110 117-110 117-132
S1 117-020 117-020 117-157 117-065
S2 116-180 116-180 117-134
S3 115-250 116-090 117-111
S4 115-000 115-160 117-042
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
5 117-200 116-020 1-180 1.3% 0-182 0.5% 96% True False 583
10 117-310 116-020 1-290 1.6% 0-136 0.4% 79% False False 306
20 119-300 116-020 3-280 3.3% 0-088 0.2% 39% False False 156
40 119-300 115-300 4-000 3.4% 0-059 0.2% 41% False False 81
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-302
2.618 119-214
1.618 118-284
1.000 118-130
0.618 118-034
HIGH 117-200
0.618 117-104
0.500 117-075
0.382 117-046
LOW 116-270
0.618 116-116
1.000 116-020
1.618 115-186
2.618 114-256
4.250 113-168
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 117-145 117-103
PP 117-110 117-027
S1 117-075 116-270

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

View Archives - Comment on this page... - Back to Index of Symbols