ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 119-290 120-000 0-030 0.1% 118-170
High 120-020 120-110 0-090 0.2% 119-230
Low 119-270 119-270 0-000 0.0% 118-170
Close 120-000 120-070 0-070 0.2% 119-220
Range 0-070 0-160 0-090 128.6% 1-060
ATR 0-146 0-147 0-001 0.7% 0-000
Volume 2,418 2,266 -152 -6.3% 9,798
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 121-203 121-137 120-158
R3 121-043 120-297 120-114
R2 120-203 120-203 120-099
R1 120-137 120-137 120-085 120-170
PP 120-043 120-043 120-043 120-060
S1 119-297 119-297 120-055 120-010
S2 119-203 119-203 120-041
S3 119-043 119-137 120-026
S4 118-203 118-297 119-302
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
5 120-110 119-050 1-060 1.0% 0-118 0.3% 89% True False 2,320
10 120-110 118-090 2-020 1.7% 0-120 0.3% 94% True False 1,763
20 120-110 116-020 4-090 3.6% 0-145 0.4% 97% True False 1,248
40 120-110 116-020 4-090 3.6% 0-096 0.2% 97% True False 630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 122-150
2.618 121-209
1.618 121-049
1.000 120-270
0.618 120-209
HIGH 120-110
0.618 120-049
0.500 120-030
0.382 120-011
LOW 119-270
0.618 119-171
1.000 119-110
1.618 119-011
2.618 118-171
4.250 117-230
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 120-057 120-043
PP 120-043 120-017
S1 120-030 119-310

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

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