ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 123-270 123-085 -0-185 -0.5% 123-120
High 124-005 123-260 -0-065 -0.2% 124-005
Low 123-040 123-065 0-025 0.1% 122-290
Close 123-085 123-165 0-080 0.2% 123-165
Range 0-285 0-195 -0-090 -31.6% 1-035
ATR 0-202 0-202 -0-001 -0.3% 0-000
Volume 1,597,994 1,052,409 -545,585 -34.1% 6,110,921
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 125-108 125-012 123-272
R3 124-233 124-137 123-219
R2 124-038 124-038 123-201
R1 123-262 123-262 123-183 123-310
PP 123-163 123-163 123-163 123-188
S1 123-067 123-067 123-147 123-115
S2 122-288 122-288 123-129
S3 122-093 122-192 123-111
S4 121-218 121-317 123-058
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-258 126-087 124-040
R3 125-223 125-052 123-263
R2 124-188 124-188 123-230
R1 124-017 124-017 123-198 124-102
PP 123-153 123-153 123-153 123-196
S1 122-302 122-302 123-132 123-068
S2 122-118 122-118 123-100
S3 121-083 121-267 123-067
S4 120-048 120-232 122-290
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% 0-210 0.5% 55% False False 1,222,184
10 124-005 122-045 1-280 1.5% 0-222 0.6% 73% False False 1,252,936
20 124-005 120-180 3-145 2.8% 0-205 0.5% 86% False False 710,482
40 124-005 117-200 6-125 5.2% 0-177 0.4% 92% False False 356,945
60 124-005 116-020 7-305 6.4% 0-150 0.4% 94% False False 238,039
80 124-005 115-300 8-025 6.5% 0-120 0.3% 94% False False 178,531
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-129
2.618 125-131
1.618 124-256
1.000 124-135
0.618 124-061
HIGH 123-260
0.618 123-186
0.500 123-162
0.382 123-139
LOW 123-065
0.618 122-264
1.000 122-190
1.618 122-069
2.618 121-194
4.250 120-196
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 123-164 123-182
PP 123-163 123-177
S1 123-162 123-171

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

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