ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 123-275 123-205 -0-070 -0.2% 123-175
High 123-300 124-045 0-065 0.2% 124-160
Low 123-175 123-165 -0-010 0.0% 122-145
Close 123-205 123-210 0-005 0.0% 123-290
Range 0-125 0-200 0-075 60.0% 2-015
ATR 0-219 0-218 -0-001 -0.6% 0-000
Volume 1,025,680 1,145,456 119,776 11.7% 7,222,253
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 125-207 125-088 124-000
R3 125-007 124-208 123-265
R2 124-127 124-127 123-247
R1 124-008 124-008 123-228 124-068
PP 123-247 123-247 123-247 123-276
S1 123-128 123-128 123-192 123-188
S2 123-047 123-047 123-173
S3 122-167 122-248 123-155
S4 121-287 122-048 123-100
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
5 124-160 123-165 0-315 0.8% 0-206 0.5% 14% False True 1,211,695
10 124-160 122-145 2-015 1.7% 0-244 0.6% 59% False False 1,305,928
20 124-160 121-170 2-310 2.4% 0-228 0.6% 72% False False 1,203,984
40 124-160 118-280 5-200 4.5% 0-198 0.5% 85% False False 616,988
60 124-160 116-020 8-140 6.8% 0-176 0.4% 90% False False 411,519
80 124-160 116-020 8-140 6.8% 0-143 0.4% 90% False False 308,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-255
2.618 125-249
1.618 125-049
1.000 124-245
0.618 124-169
HIGH 124-045
0.618 123-289
0.500 123-265
0.382 123-241
LOW 123-165
0.618 123-041
1.000 122-285
1.618 122-161
2.618 121-281
4.250 120-275
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 123-265 123-298
PP 123-247 123-268
S1 123-228 123-239

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

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