ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 118-180 118-170 -0-010 0.0% 116-020
High 118-270 118-180 -0-090 -0.2% 118-110
Low 118-160 118-100 -0-060 -0.2% 116-020
Close 118-230 118-130 -0-100 -0.3% 118-100
Range 0-110 0-080 -0-030 -27.3% 2-090
ATR 0-161 0-159 -0-002 -1.4% 0-000
Volume 1,217 516 -701 -57.6% 4,359
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-057 119-013 118-174
R3 118-297 118-253 118-152
R2 118-217 118-217 118-145
R1 118-173 118-173 118-137 118-155
PP 118-137 118-137 118-137 118-128
S1 118-093 118-093 118-123 118-075
S2 118-057 118-057 118-115
S3 117-297 118-013 118-108
S4 117-217 117-253 118-086
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
5 118-270 117-200 1-070 1.0% 0-136 0.4% 64% False False 701
10 118-270 116-020 2-250 2.3% 0-160 0.4% 84% False False 715
20 118-270 116-020 2-250 2.3% 0-117 0.3% 84% False False 402
40 119-300 116-020 3-280 3.3% 0-078 0.2% 60% False False 204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-200
2.618 119-069
1.618 118-309
1.000 118-260
0.618 118-229
HIGH 118-180
0.618 118-149
0.500 118-140
0.382 118-131
LOW 118-100
0.618 118-051
1.000 118-020
1.618 117-291
2.618 117-211
4.250 117-080
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 118-140 118-145
PP 118-137 118-140
S1 118-133 118-135

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

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