ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 121-210 121-230 0-020 0.1% 121-100
High 121-260 121-310 0-050 0.1% 121-240
Low 121-120 121-210 0-090 0.2% 120-180
Close 121-230 121-250 0-020 0.1% 121-140
Range 0-140 0-100 -0-040 -28.6% 1-060
ATR 0-175 0-170 -0-005 -3.1% 0-000
Volume 269,982 371,545 101,563 37.6% 182,317
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 122-237 122-183 121-305
R3 122-137 122-083 121-278
R2 122-037 122-037 121-268
R1 121-303 121-303 121-259 122-010
PP 121-257 121-257 121-257 121-270
S1 121-203 121-203 121-241 121-230
S2 121-157 121-157 121-232
S3 121-057 121-103 121-222
S4 120-277 121-003 121-195
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 124-260 124-100 122-029
R3 123-200 123-040 121-244
R2 122-140 122-140 121-210
R1 121-300 121-300 121-175 122-060
PP 121-080 121-080 121-080 121-120
S1 120-240 120-240 121-105 121-000
S2 120-020 120-020 121-070
S3 118-280 119-180 121-036
S4 117-220 118-120 120-251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-000 120-180 1-140 1.2% 0-146 0.4% 85% False False 163,582
10 122-000 120-180 1-140 1.2% 0-178 0.5% 85% False False 92,039
20 122-000 119-050 2-270 2.3% 0-167 0.4% 92% False False 48,476
40 122-000 116-020 5-300 4.9% 0-152 0.4% 96% False False 24,576
60 122-000 116-020 5-300 4.9% 0-116 0.3% 96% False False 16,386
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 123-095
2.618 122-252
1.618 122-152
1.000 122-090
0.618 122-052
HIGH 121-310
0.618 121-272
0.500 121-260
0.382 121-248
LOW 121-210
0.618 121-148
1.000 121-110
1.618 121-048
2.618 120-268
4.250 120-105
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 121-260 121-240
PP 121-257 121-230
S1 121-253 121-220

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

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