ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 123-220 123-315 0-095 0.2% 123-175
High 124-160 124-040 -0-120 -0.3% 124-160
Low 123-175 123-180 0-005 0.0% 122-145
Close 124-045 123-290 -0-075 -0.2% 123-290
Range 0-305 0-180 -0-125 -41.0% 2-015
ATR 0-230 0-227 -0-003 -1.4% 0-000
Volume 1,791,702 1,080,151 -711,551 -39.7% 7,222,253
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 125-177 125-093 124-069
R3 124-317 124-233 124-020
R2 124-137 124-137 124-003
R1 124-053 124-053 123-306 124-005
PP 123-277 123-277 123-277 123-252
S1 123-193 123-193 123-274 123-145
S2 123-097 123-097 123-257
S3 122-237 123-013 123-240
S4 122-057 122-153 123-191
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 129-243 128-282 125-010
R3 127-228 126-267 124-150
R2 125-213 125-213 124-090
R1 124-252 124-252 124-030 125-072
PP 123-198 123-198 123-198 123-269
S1 122-237 122-237 123-230 123-058
S2 121-183 121-183 123-170
S3 119-168 120-222 123-110
S4 117-153 118-207 122-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-160 122-145 2-015 1.7% 0-282 0.7% 71% False False 1,444,450
10 124-160 122-145 2-015 1.7% 0-246 0.6% 71% False False 1,333,317
20 124-160 121-040 3-120 2.7% 0-222 0.6% 82% False False 1,064,840
40 124-160 118-090 6-070 5.0% 0-195 0.5% 90% False False 537,413
60 124-160 116-020 8-140 6.8% 0-169 0.4% 93% False False 358,410
80 124-160 116-020 8-140 6.8% 0-136 0.3% 93% False False 268,809
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 126-165
2.618 125-191
1.618 125-011
1.000 124-220
0.618 124-151
HIGH 124-040
0.618 123-291
0.500 123-270
0.382 123-249
LOW 123-180
0.618 123-069
1.000 123-000
1.618 122-209
2.618 122-029
4.250 121-055
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 123-283 123-249
PP 123-277 123-208
S1 123-270 123-168

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

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