ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 118-170 118-240 0-070 0.2% 118-070
High 118-270 119-090 0-140 0.4% 118-270
Low 118-170 118-240 0-070 0.2% 118-020
Close 118-270 119-060 0-110 0.3% 118-160
Range 0-100 0-170 0-070 70.0% 0-250
ATR 0-155 0-156 0-001 0.7% 0-000
Volume 2,497 581 -1,916 -76.7% 2,716
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-213 120-147 119-154
R3 120-043 119-297 119-107
R2 119-193 119-193 119-091
R1 119-127 119-127 119-076 119-160
PP 119-023 119-023 119-023 119-040
S1 118-277 118-277 119-044 118-310
S2 118-173 118-173 119-029
S3 118-003 118-107 119-013
S4 117-153 117-257 118-286
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
5 119-090 118-090 1-000 0.8% 0-122 0.3% 91% True False 1,075
10 119-090 116-270 2-140 2.0% 0-154 0.4% 96% True False 873
20 119-090 116-020 3-070 2.7% 0-133 0.3% 97% True False 582
40 119-300 116-020 3-280 3.3% 0-088 0.2% 81% False False 294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-172
2.618 120-215
1.618 120-045
1.000 119-260
0.618 119-195
HIGH 119-090
0.618 119-025
0.500 119-005
0.382 118-305
LOW 118-240
0.618 118-135
1.000 118-070
1.618 117-285
2.618 117-115
4.250 116-158
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 119-042 119-017
PP 119-023 118-293
S1 119-005 118-250

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

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