ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 118-170 118-110 -0-060 -0.2% 116-020
High 118-180 118-240 0-060 0.2% 118-110
Low 118-100 118-090 -0-010 0.0% 116-020
Close 118-130 118-160 0-030 0.1% 118-100
Range 0-080 0-150 0-070 87.5% 2-090
ATR 0-159 0-158 -0-001 -0.4% 0-000
Volume 516 568 52 10.1% 4,359
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-293 119-217 118-242
R3 119-143 119-067 118-201
R2 118-313 118-313 118-188
R1 118-237 118-237 118-174 118-275
PP 118-163 118-163 118-163 118-182
S1 118-087 118-087 118-146 118-125
S2 118-013 118-013 118-132
S3 117-183 117-257 118-119
S4 117-033 117-107 118-078
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
5 118-270 118-000 0-270 0.7% 0-132 0.3% 59% False False 598
10 118-270 116-020 2-250 2.3% 0-162 0.4% 88% False False 744
20 118-270 116-020 2-250 2.3% 0-120 0.3% 88% False False 430
40 119-300 116-020 3-280 3.3% 0-082 0.2% 63% False False 218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-238
2.618 119-313
1.618 119-163
1.000 119-070
0.618 119-013
HIGH 118-240
0.618 118-183
0.500 118-165
0.382 118-147
LOW 118-090
0.618 117-317
1.000 117-260
1.618 117-167
2.618 117-017
4.250 116-092
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 118-165 118-180
PP 118-163 118-173
S1 118-162 118-167

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

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