ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 118-110 118-170 0-060 0.2% 118-070
High 118-240 118-270 0-030 0.1% 118-270
Low 118-090 118-170 0-080 0.2% 118-020
Close 118-160 118-270 0-110 0.3% 118-160
Range 0-150 0-100 -0-050 -33.3% 0-250
ATR 0-158 0-155 -0-003 -2.2% 0-000
Volume 568 2,497 1,929 339.6% 2,716
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-217 119-183 119-005
R3 119-117 119-083 118-298
R2 119-017 119-017 118-288
R1 118-303 118-303 118-279 119-000
PP 118-237 118-237 118-237 118-245
S1 118-203 118-203 118-261 118-220
S2 118-137 118-137 118-252
S3 118-037 118-103 118-242
S4 117-257 118-003 118-215
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-260 120-140 118-298
R3 120-010 119-210 118-229
R2 119-080 119-080 118-206
R1 118-280 118-280 118-183 119-020
PP 118-150 118-150 118-150 118-180
S1 118-030 118-030 118-137 118-090
S2 117-220 117-220 118-114
S3 116-290 117-100 118-091
S4 116-040 116-170 118-022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-270 118-020 0-250 0.7% 0-130 0.3% 100% True False 1,042
10 118-270 116-020 2-250 2.3% 0-166 0.4% 100% True False 957
20 118-270 116-020 2-250 2.3% 0-125 0.3% 100% True False 554
40 119-300 116-020 3-280 3.3% 0-083 0.2% 72% False False 280
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-055
2.618 119-212
1.618 119-112
1.000 119-050
0.618 119-012
HIGH 118-270
0.618 118-232
0.500 118-220
0.382 118-208
LOW 118-170
0.618 118-108
1.000 118-070
1.618 118-008
2.618 117-228
4.250 117-065
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 118-253 118-240
PP 118-237 118-210
S1 118-220 118-180

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

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