ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 123-175 123-135 -0-040 -0.1% 123-120
High 123-230 123-150 -0-080 -0.2% 124-005
Low 123-040 122-145 -0-215 -0.5% 122-290
Close 123-110 122-170 -0-260 -0.7% 123-165
Range 0-190 1-005 0-135 71.1% 1-035
ATR 0-201 0-210 0-009 4.4% 0-000
Volume 979,956 1,474,714 494,758 50.5% 6,110,921
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 125-277 125-068 123-029
R3 124-272 124-063 122-259
R2 123-267 123-267 122-230
R1 123-058 123-058 122-200 123-000
PP 122-262 122-262 122-262 122-232
S1 122-053 122-053 122-140 121-315
S2 121-257 121-257 122-110
S3 120-252 121-048 122-081
S4 119-247 120-043 121-311
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
5 124-005 122-145 1-180 1.3% 0-244 0.6% 5% False True 1,302,002
10 124-005 122-120 1-205 1.3% 0-241 0.6% 10% False False 1,316,801
20 124-005 120-180 3-145 2.8% 0-210 0.5% 57% False False 830,985
40 124-005 118-020 5-305 4.9% 0-182 0.5% 75% False False 418,277
60 124-005 116-020 7-305 6.5% 0-158 0.4% 81% False False 278,950
80 124-005 116-020 7-305 6.5% 0-126 0.3% 81% False False 209,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-251
2.618 126-041
1.618 125-036
1.000 124-155
0.618 124-031
HIGH 123-150
0.618 123-026
0.500 122-308
0.382 122-269
LOW 122-145
0.618 121-264
1.000 121-140
1.618 120-259
2.618 119-254
4.250 118-044
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 122-308 123-042
PP 122-262 122-298
S1 122-216 122-234

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

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