ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 123-120 123-270 0-150 0.4% 122-165
High 123-310 124-005 0-015 0.0% 123-260
Low 123-085 123-040 -0-045 -0.1% 122-045
Close 123-230 123-085 -0-145 -0.4% 123-105
Range 0-225 0-285 0-060 26.7% 1-215
ATR 0-196 0-202 0-006 3.2% 0-000
Volume 1,404,941 1,597,994 193,053 13.7% 5,321,797
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-045 125-190 123-242
R3 125-080 124-225 123-163
R2 124-115 124-115 123-137
R1 123-260 123-260 123-111 123-205
PP 123-150 123-150 123-150 123-122
S1 122-295 122-295 123-059 122-240
S2 122-185 122-185 123-033
S3 121-220 122-010 123-007
S4 120-255 121-045 122-248
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
5 124-005 122-290 1-035 0.9% 0-226 0.6% 32% True False 1,323,068
10 124-005 121-170 2-155 2.0% 0-232 0.6% 70% True False 1,224,685
20 124-005 120-180 3-145 2.8% 0-205 0.5% 78% True False 658,362
40 124-005 117-060 6-265 5.5% 0-176 0.4% 89% True False 330,670
60 124-005 116-020 7-305 6.5% 0-147 0.4% 91% True False 220,499
80 124-005 115-300 8-025 6.6% 0-118 0.3% 91% True False 165,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-256
2.618 126-111
1.618 125-146
1.000 124-290
0.618 124-181
HIGH 124-005
0.618 123-216
0.500 123-182
0.382 123-149
LOW 123-040
0.618 122-184
1.000 122-075
1.618 121-219
2.618 120-254
4.250 119-109
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 123-182 123-148
PP 123-150 123-127
S1 123-118 123-106

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

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