ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 122-165 122-155 -0-010 0.0% 121-160
High 122-225 123-165 0-260 0.7% 122-190
Low 122-045 122-120 0-075 0.2% 121-120
Close 122-195 123-100 0-225 0.6% 122-150
Range 0-180 1-045 0-185 102.8% 1-070
ATR 0-177 0-190 0-013 7.6% 0-000
Volume 719,374 1,582,712 863,338 120.0% 2,578,465
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-157 126-013 123-301
R3 125-112 124-288 123-200
R2 124-067 124-067 123-167
R1 123-243 123-243 123-133 123-315
PP 123-022 123-022 123-022 123-058
S1 122-198 122-198 123-067 122-270
S2 121-297 121-297 123-033
S3 120-252 121-153 123-000
S4 119-207 120-108 122-219
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 125-257 125-113 123-044
R3 124-187 124-043 122-257
R2 123-117 123-117 122-222
R1 122-293 122-293 122-186 123-045
PP 122-047 122-047 122-047 122-082
S1 121-223 121-223 122-114 121-295
S2 120-297 120-297 122-078
S3 119-227 120-153 122-043
S4 118-157 119-083 121-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-165 121-170 1-315 1.6% 0-217 0.5% 90% True False 908,034
10 123-165 120-180 2-305 2.4% 0-196 0.5% 93% True False 501,724
20 123-165 119-270 3-215 3.0% 0-195 0.5% 94% True False 256,440
40 123-165 116-020 7-145 6.0% 0-169 0.4% 97% True False 128,788
60 123-165 116-020 7-145 6.0% 0-127 0.3% 97% True False 85,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 128-116
2.618 126-161
1.618 125-116
1.000 124-210
0.618 124-071
HIGH 123-165
0.618 123-026
0.500 122-302
0.382 122-259
LOW 122-120
0.618 121-214
1.000 121-075
1.618 120-169
2.618 119-124
4.250 117-169
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 123-061 123-048
PP 123-022 122-317
S1 122-302 122-265

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

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