ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 123-085 123-175 0-090 0.2% 123-120
High 123-260 123-230 -0-030 -0.1% 124-005
Low 123-065 123-040 -0-025 -0.1% 122-290
Close 123-165 123-110 -0-055 -0.1% 123-165
Range 0-195 0-190 -0-005 -2.6% 1-035
ATR 0-202 0-201 -0-001 -0.4% 0-000
Volume 1,052,409 979,956 -72,453 -6.9% 6,110,921
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 125-057 124-273 123-214
R3 124-187 124-083 123-162
R2 123-317 123-317 123-145
R1 123-213 123-213 123-127 123-170
PP 123-127 123-127 123-127 123-105
S1 123-023 123-023 123-093 122-300
S2 122-257 122-257 123-075
S3 122-067 122-153 123-058
S4 121-197 121-283 123-006
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% 0-218 0.6% 39% False False 1,232,481
10 124-005 122-045 1-280 1.5% 0-226 0.6% 64% False False 1,241,267
20 124-005 120-180 3-145 2.8% 0-200 0.5% 81% False False 758,672
40 124-005 118-000 6-005 4.9% 0-177 0.4% 89% False False 381,416
60 124-005 116-020 7-305 6.4% 0-153 0.4% 92% False False 254,372
80 124-005 116-020 7-305 6.4% 0-122 0.3% 92% False False 190,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-078
2.618 125-087
1.618 124-217
1.000 124-100
0.618 124-027
HIGH 123-230
0.618 123-157
0.500 123-135
0.382 123-113
LOW 123-040
0.618 122-243
1.000 122-170
1.618 122-053
2.618 121-183
4.250 120-192
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 123-135 123-182
PP 123-127 123-158
S1 123-118 123-134

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

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