ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 119-050 119-150 0-100 0.3% 118-170
High 119-200 119-230 0-030 0.1% 119-230
Low 119-050 119-150 0-100 0.3% 118-170
Close 119-160 119-220 0-060 0.2% 119-220
Range 0-150 0-080 -0-070 -46.7% 1-060
ATR 0-157 0-152 -0-006 -3.5% 0-000
Volume 2,358 2,492 134 5.7% 9,798
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-120 120-090 119-264
R3 120-040 120-010 119-242
R2 119-280 119-280 119-235
R1 119-250 119-250 119-227 119-265
PP 119-200 119-200 119-200 119-208
S1 119-170 119-170 119-213 119-185
S2 119-120 119-120 119-205
S3 119-040 119-090 119-198
S4 118-280 119-010 119-176
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-280 122-150 120-109
R3 121-220 121-090 120-004
R2 120-160 120-160 119-290
R1 120-030 120-030 119-255 120-095
PP 119-100 119-100 119-100 119-132
S1 118-290 118-290 119-185 119-035
S2 118-040 118-040 119-150
S3 116-300 117-230 119-116
S4 115-240 116-170 119-011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-230 118-170 1-060 1.0% 0-122 0.3% 97% True False 1,959
10 119-230 118-000 1-230 1.4% 0-127 0.3% 98% True False 1,278
20 119-230 116-020 3-210 3.1% 0-143 0.4% 99% True False 915
40 119-300 116-020 3-280 3.2% 0-088 0.2% 94% False False 462
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-250
2.618 120-119
1.618 120-039
1.000 119-310
0.618 119-279
HIGH 119-230
0.618 119-199
0.500 119-190
0.382 119-181
LOW 119-150
0.618 119-101
1.000 119-070
1.618 119-021
2.618 118-261
4.250 118-130
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 119-210 119-178
PP 119-200 119-137
S1 119-190 119-095

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

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