ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 119-150 119-250 0-100 0.3% 118-170
High 119-230 120-000 0-090 0.2% 119-230
Low 119-150 119-190 0-040 0.1% 118-170
Close 119-220 119-250 0-030 0.1% 119-220
Range 0-080 0-130 0-050 62.5% 1-060
ATR 0-152 0-150 -0-002 -1.0% 0-000
Volume 2,492 2,069 -423 -17.0% 9,798
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 121-003 120-257 120-002
R3 120-193 120-127 119-286
R2 120-063 120-063 119-274
R1 119-317 119-317 119-262 119-315
PP 119-253 119-253 119-253 119-252
S1 119-187 119-187 119-238 119-185
S2 119-123 119-123 119-226
S3 118-313 119-057 119-214
S4 118-183 118-247 119-178
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
5 120-000 118-240 1-080 1.0% 0-128 0.3% 83% True False 1,874
10 120-000 118-020 1-300 1.6% 0-129 0.3% 89% True False 1,458
20 120-000 116-020 3-300 3.3% 0-140 0.4% 94% True False 1,018
40 120-000 116-020 3-300 3.3% 0-091 0.2% 94% True False 513
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-232
2.618 121-020
1.618 120-210
1.000 120-130
0.618 120-080
HIGH 120-000
0.618 119-270
0.500 119-255
0.382 119-240
LOW 119-190
0.618 119-110
1.000 119-060
1.618 118-300
2.618 118-170
4.250 117-278
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 119-255 119-228
PP 119-253 119-207
S1 119-252 119-185

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

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