ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 119-070 119-050 -0-020 -0.1% 118-070
High 119-070 119-200 0-130 0.3% 118-270
Low 118-280 119-050 0-090 0.2% 118-020
Close 118-300 119-160 0-180 0.5% 118-160
Range 0-110 0-150 0-040 36.4% 0-250
ATR 0-152 0-157 0-005 3.2% 0-000
Volume 1,870 2,358 488 26.1% 2,716
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-267 120-203 119-242
R3 120-117 120-053 119-201
R2 119-287 119-287 119-188
R1 119-223 119-223 119-174 119-255
PP 119-137 119-137 119-137 119-152
S1 119-073 119-073 119-146 119-105
S2 118-307 118-307 119-132
S3 118-157 118-243 119-119
S4 118-007 118-093 119-078
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
5 119-200 118-090 1-110 1.1% 0-136 0.4% 91% True False 1,574
10 119-200 117-200 2-000 1.7% 0-136 0.4% 94% True False 1,138
20 119-200 116-020 3-180 3.0% 0-143 0.4% 96% True False 792
40 119-300 116-020 3-280 3.2% 0-094 0.2% 89% False False 400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-198
2.618 120-273
1.618 120-123
1.000 120-030
0.618 119-293
HIGH 119-200
0.618 119-143
0.500 119-125
0.382 119-107
LOW 119-050
0.618 118-277
1.000 118-220
1.618 118-127
2.618 117-297
4.250 117-052
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 119-148 119-127
PP 119-137 119-093
S1 119-125 119-060

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

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