ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 117-140 117-300 0-160 0.4% 117-300
High 117-250 118-050 0-120 0.3% 117-300
Low 117-060 117-200 0-140 0.4% 116-170
Close 117-280 117-220 -0-060 -0.2% 116-280
Range 0-190 0-170 -0-020 -10.5% 1-130
ATR 0-156 0-157 0-001 0.6% 0-000
Volume 1,438 1,083 -355 -24.7% 1,432
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-133 119-027 117-314
R3 118-283 118-177 117-267
R2 118-113 118-113 117-251
R1 118-007 118-007 117-236 117-295
PP 117-263 117-263 117-263 117-248
S1 117-157 117-157 117-204 117-125
S2 117-093 117-093 117-189
S3 116-243 116-307 117-173
S4 116-073 116-137 117-126
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
5 118-050 116-020 2-030 1.8% 0-192 0.5% 78% True False 891
10 118-050 116-020 2-030 1.8% 0-159 0.4% 78% True False 552
20 119-110 116-020 3-090 2.8% 0-105 0.3% 50% False False 282
40 119-300 116-020 3-280 3.3% 0-068 0.2% 42% False False 144
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 True
Stretch 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-132
2.618 119-175
1.618 119-005
1.000 118-220
0.618 118-155
HIGH 118-050
0.618 117-305
0.500 117-285
0.382 117-265
LOW 117-200
0.618 117-095
1.000 117-030
1.618 116-245
2.618 116-075
4.250 115-118
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 117-285 117-200
PP 117-263 117-180
S1 117-242 117-160

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

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