ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 123-160 122-315 -0-165 -0.4% 122-165
High 123-170 123-260 0-090 0.2% 123-260
Low 122-285 122-305 0-020 0.1% 122-045
Close 122-310 123-105 0-115 0.3% 123-105
Range 0-205 0-275 0-070 34.1% 1-215
ATR 0-191 0-197 0-006 3.1% 0-000
Volume 1,462,883 1,556,828 93,945 6.4% 5,321,797
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 125-302 125-158 123-256
R3 125-027 124-203 123-181
R2 124-072 124-072 123-155
R1 123-248 123-248 123-130 124-000
PP 123-117 123-117 123-117 123-152
S1 122-293 122-293 123-080 123-045
S2 122-162 122-162 123-055
S3 121-207 122-018 123-029
S4 120-252 121-063 122-274
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 128-035 127-125 124-079
R3 126-140 125-230 123-252
R2 124-245 124-245 123-203
R1 124-015 124-015 123-154 124-130
PP 123-030 123-030 123-030 123-088
S1 122-120 122-120 123-056 122-235
S2 121-135 121-135 123-007
S3 119-240 120-225 122-278
S4 118-025 119-010 122-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-260 122-045 1-215 1.4% 0-233 0.6% 71% True False 1,283,688
10 123-260 121-040 2-220 2.2% 0-198 0.5% 82% True False 796,364
20 123-260 120-040 3-220 3.0% 0-204 0.5% 87% True False 407,112
40 123-260 116-020 7-240 6.3% 0-173 0.4% 94% True False 204,263
60 123-260 116-020 7-240 6.3% 0-134 0.3% 94% True False 136,191
80 123-260 115-080 8-180 6.9% 0-107 0.3% 94% True False 102,144
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-149
2.618 126-020
1.618 125-065
1.000 124-215
0.618 124-110
HIGH 123-260
0.618 123-155
0.500 123-122
0.382 123-090
LOW 122-305
0.618 122-135
1.000 122-030
1.618 121-180
2.618 120-225
4.250 119-096
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 123-122 123-080
PP 123-117 123-055
S1 123-111 123-030

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

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