ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 123-125 123-120 -0-005 0.0% 122-165
High 123-165 123-310 0-145 0.4% 123-260
Low 122-290 123-085 0-115 0.3% 122-045
Close 123-085 123-230 0-145 0.4% 123-105
Range 0-195 0-225 0-030 15.4% 1-215
ATR 0-194 0-196 0-002 1.1% 0-000
Volume 1,127,108 1,404,941 277,833 24.7% 5,321,797
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 125-243 125-142 124-034
R3 125-018 124-237 123-292
R2 124-113 124-113 123-271
R1 124-012 124-012 123-251 124-062
PP 123-208 123-208 123-208 123-234
S1 123-107 123-107 123-209 123-158
S2 122-303 122-303 123-189
S3 122-078 122-202 123-168
S4 121-173 121-297 123-106
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
5 123-310 122-285 1-025 0.9% 0-210 0.5% 77% True False 1,296,045
10 123-310 121-170 2-140 2.0% 0-214 0.5% 90% True False 1,102,040
20 123-310 120-090 3-220 3.0% 0-203 0.5% 93% True False 579,133
40 123-310 116-270 7-040 5.8% 0-176 0.4% 96% True False 290,724
60 123-310 116-020 7-290 6.4% 0-142 0.4% 97% True False 193,866
80 123-310 115-280 8-030 6.5% 0-114 0.3% 97% True False 145,401
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-306
2.618 125-259
1.618 125-034
1.000 124-215
0.618 124-129
HIGH 123-310
0.618 123-224
0.500 123-198
0.382 123-171
LOW 123-085
0.618 122-266
1.000 122-180
1.618 122-041
2.618 121-136
4.250 120-089
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 123-219 123-200
PP 123-208 123-170
S1 123-198 123-140

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

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