ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 123-120 123-125 0-005 0.0% 122-165
High 123-155 123-165 0-010 0.0% 123-260
Low 123-005 122-290 -0-035 -0.1% 122-045
Close 123-110 123-085 -0-025 -0.1% 123-105
Range 0-150 0-195 0-045 30.0% 1-215
ATR 0-194 0-194 0-000 0.0% 0-000
Volume 928,469 1,127,108 198,639 21.4% 5,321,797
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 125-018 124-247 123-192
R3 124-143 124-052 123-139
R2 123-268 123-268 123-121
R1 123-177 123-177 123-103 123-125
PP 123-073 123-073 123-073 123-048
S1 122-302 122-302 123-067 122-250
S2 122-198 122-198 123-049
S3 122-003 122-107 123-031
S4 121-128 121-232 122-298
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
5 123-260 122-120 1-140 1.2% 0-238 0.6% 62% False False 1,331,600
10 123-260 121-120 2-140 2.0% 0-205 0.5% 78% False False 988,544
20 123-260 120-090 3-170 2.9% 0-200 0.5% 85% False False 509,207
40 123-260 116-020 7-240 6.3% 0-177 0.4% 93% False False 255,636
60 123-260 116-020 7-240 6.3% 0-140 0.4% 93% False False 170,450
80 123-260 115-220 8-040 6.6% 0-111 0.3% 93% False False 127,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-034
2.618 125-036
1.618 124-161
1.000 124-040
0.618 123-286
HIGH 123-165
0.618 123-091
0.500 123-068
0.382 123-044
LOW 122-290
0.618 122-169
1.000 122-095
1.618 121-294
2.618 121-099
4.250 120-101
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 123-079 123-115
PP 123-073 123-105
S1 123-068 123-095

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

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