ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 118-240 119-070 0-150 0.4% 118-070
High 119-090 119-070 -0-020 -0.1% 118-270
Low 118-240 118-280 0-040 0.1% 118-020
Close 119-060 118-300 -0-080 -0.2% 118-160
Range 0-170 0-110 -0-060 -35.3% 0-250
ATR 0-156 0-152 -0-003 -2.1% 0-000
Volume 581 1,870 1,289 221.9% 2,716
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-013 119-267 119-040
R3 119-223 119-157 119-010
R2 119-113 119-113 119-000
R1 119-047 119-047 118-310 119-025
PP 119-003 119-003 119-003 118-312
S1 118-257 118-257 118-290 118-235
S2 118-213 118-213 118-280
S3 118-103 118-147 118-270
S4 117-313 118-037 118-240
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% 66% False False 1,206
10 119-090 117-060 2-030 1.8% 0-140 0.4% 84% False False 1,046
20 119-090 116-020 3-070 2.7% 0-138 0.4% 89% False False 676
40 119-300 116-020 3-280 3.3% 0-090 0.2% 74% False False 341
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-218
2.618 120-038
1.618 119-248
1.000 119-180
0.618 119-138
HIGH 119-070
0.618 119-028
0.500 119-015
0.382 119-002
LOW 118-280
0.618 118-212
1.000 118-170
1.618 118-102
2.618 117-312
4.250 117-132
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 119-015 118-297
PP 119-003 118-293
S1 118-312 118-290

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

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