ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 118-070 118-180 0-110 0.3% 116-020
High 118-230 118-270 0-040 0.1% 118-110
Low 118-020 118-160 0-140 0.4% 116-020
Close 118-210 118-230 0-020 0.1% 118-100
Range 0-210 0-110 -0-100 -47.6% 2-090
ATR 0-165 0-161 -0-004 -2.4% 0-000
Volume 415 1,217 802 193.3% 4,359
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-230 119-180 118-290
R3 119-120 119-070 118-260
R2 119-010 119-010 118-250
R1 118-280 118-280 118-240 118-305
PP 118-220 118-220 118-220 118-232
S1 118-170 118-170 118-220 118-195
S2 118-110 118-110 118-210
S3 118-000 118-060 118-200
S4 117-210 117-270 118-170
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 124-133 123-207 119-182
R3 122-043 121-117 118-301
R2 119-273 119-273 118-234
R1 119-027 119-027 118-167 119-150
PP 117-183 117-183 117-183 117-245
S1 116-257 116-257 118-033 117-060
S2 115-093 115-093 117-286
S3 113-003 114-167 117-219
S4 110-233 112-077 117-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-270 117-060 1-210 1.4% 0-158 0.4% 92% True False 885
10 118-270 116-020 2-250 2.3% 0-170 0.4% 96% True False 734
20 118-270 116-020 2-250 2.3% 0-122 0.3% 96% True False 377
40 119-300 116-020 3-280 3.3% 0-078 0.2% 69% False False 191
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-098
2.618 119-238
1.618 119-128
1.000 119-060
0.618 119-018
HIGH 118-270
0.618 118-228
0.500 118-215
0.382 118-202
LOW 118-160
0.618 118-092
1.000 118-050
1.618 117-302
2.618 117-192
4.250 117-012
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 118-225 118-198
PP 118-220 118-167
S1 118-215 118-135

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

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