ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 123-135 122-185 -0-270 -0.7% 123-120
High 123-150 123-265 0-115 0.3% 124-005
Low 122-145 122-175 0-030 0.1% 122-290
Close 122-170 123-220 1-050 0.9% 123-165
Range 1-005 1-090 0-085 26.2% 1-035
ATR 0-210 0-225 0-015 7.0% 0-000
Volume 1,474,714 1,895,730 421,016 28.5% 6,110,921
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-063 126-232 124-126
R3 125-293 125-142 124-013
R2 124-203 124-203 123-295
R1 124-052 124-052 123-258 124-128
PP 123-113 123-113 123-113 123-151
S1 122-282 122-282 123-182 123-038
S2 122-023 122-023 123-145
S3 120-253 121-192 123-107
S4 119-163 120-102 122-314
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% 0-281 0.7% 79% False False 1,400,160
10 124-005 122-145 1-180 1.3% 0-246 0.6% 79% False False 1,348,103
20 124-005 120-180 3-145 2.8% 0-221 0.6% 90% False False 924,914
40 124-005 118-090 5-235 4.6% 0-188 0.5% 94% False False 465,660
60 124-005 116-020 7-305 6.4% 0-164 0.4% 96% False False 310,546
80 124-005 116-020 7-305 6.4% 0-132 0.3% 96% False False 232,911
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 0-028
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 129-088
2.618 127-058
1.618 125-288
1.000 125-035
0.618 124-198
HIGH 123-265
0.618 123-108
0.500 123-060
0.382 123-012
LOW 122-175
0.618 121-242
1.000 121-085
1.618 120-152
2.618 119-062
4.250 117-032
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 123-167 123-162
PP 123-113 123-103
S1 123-060 123-045

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

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