ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 122-315 123-120 0-125 0.3% 122-165
High 123-260 123-155 -0-105 -0.3% 123-260
Low 122-305 123-005 0-020 0.1% 122-045
Close 123-105 123-110 0-005 0.0% 123-105
Range 0-275 0-150 -0-125 -45.5% 1-215
ATR 0-197 0-194 -0-003 -1.7% 0-000
Volume 1,556,828 928,469 -628,359 -40.4% 5,321,797
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 124-220 124-155 123-192
R3 124-070 124-005 123-151
R2 123-240 123-240 123-138
R1 123-175 123-175 123-124 123-132
PP 123-090 123-090 123-090 123-069
S1 123-025 123-025 123-096 122-302
S2 122-260 122-260 123-082
S3 122-110 122-195 123-069
S4 121-280 122-045 123-028
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% 0-235 0.6% 72% False False 1,250,053
10 123-260 121-120 2-140 2.0% 0-202 0.5% 81% False False 882,873
20 123-260 120-090 3-170 2.9% 0-197 0.5% 87% False False 453,236
40 123-260 116-020 7-240 6.3% 0-174 0.4% 94% False False 227,468
60 123-260 116-020 7-240 6.3% 0-137 0.3% 94% False False 151,665
80 123-260 115-080 8-180 6.9% 0-109 0.3% 95% False False 113,750
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-152
2.618 124-228
1.618 124-078
1.000 123-305
0.618 123-248
HIGH 123-155
0.618 123-098
0.500 123-080
0.382 123-062
LOW 123-005
0.618 122-232
1.000 122-175
1.618 122-082
2.618 121-252
4.250 121-008
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 123-100 123-112
PP 123-090 123-112
S1 123-080 123-111

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

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