ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 119-250 119-290 0-040 0.1% 118-170
High 120-000 120-020 0-020 0.1% 119-230
Low 119-190 119-270 0-080 0.2% 118-170
Close 119-250 120-000 0-070 0.2% 119-220
Range 0-130 0-070 -0-060 -46.2% 1-060
ATR 0-150 0-146 -0-004 -2.9% 0-000
Volume 2,069 2,418 349 16.9% 9,798
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 120-200 120-170 120-038
R3 120-130 120-100 120-019
R2 120-060 120-060 120-013
R1 120-030 120-030 120-006 120-045
PP 119-310 119-310 119-310 119-318
S1 119-280 119-280 119-314 119-295
S2 119-240 119-240 119-307
S3 119-170 119-210 119-301
S4 119-100 119-140 119-282
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
5 120-020 118-280 1-060 1.0% 0-108 0.3% 95% True False 2,241
10 120-020 118-090 1-250 1.5% 0-115 0.3% 96% True False 1,658
20 120-020 116-020 4-000 3.3% 0-144 0.4% 98% True False 1,136
40 120-020 116-020 4-000 3.3% 0-092 0.2% 98% True False 573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 120-318
2.618 120-203
1.618 120-133
1.000 120-090
0.618 120-063
HIGH 120-020
0.618 119-313
0.500 119-305
0.382 119-297
LOW 119-270
0.618 119-227
1.000 119-200
1.618 119-157
2.618 119-087
4.250 118-292
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 119-315 119-295
PP 119-310 119-270
S1 119-305 119-245

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

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