ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 123-205 123-255 0-050 0.1% 123-175
High 124-045 124-185 0-140 0.4% 124-160
Low 123-165 123-235 0-070 0.2% 122-145
Close 123-210 124-110 0-220 0.6% 123-290
Range 0-200 0-270 0-070 35.0% 2-015
ATR 0-218 0-223 0-006 2.5% 0-000
Volume 1,145,456 1,585,555 440,099 38.4% 7,222,253
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-240 126-125 124-258
R3 125-290 125-175 124-184
R2 125-020 125-020 124-160
R1 124-225 124-225 124-135 124-282
PP 124-070 124-070 124-070 124-099
S1 123-275 123-275 124-085 124-012
S2 123-120 123-120 124-060
S3 122-170 123-005 124-036
S4 121-220 122-055 123-282
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
5 124-185 123-165 1-020 0.9% 0-199 0.5% 78% True False 1,170,466
10 124-185 122-145 2-040 1.7% 0-242 0.6% 89% True False 1,304,684
20 124-185 121-170 3-015 2.5% 0-237 0.6% 92% True False 1,264,684
40 124-185 119-050 5-135 4.4% 0-202 0.5% 96% True False 656,580
60 124-185 116-020 8-165 6.8% 0-181 0.5% 97% True False 437,945
80 124-185 116-020 8-165 6.8% 0-146 0.4% 97% True False 328,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-052
2.618 126-252
1.618 125-302
1.000 125-135
0.618 125-032
HIGH 124-185
0.618 124-082
0.500 124-050
0.382 124-018
LOW 123-235
0.618 123-068
1.000 122-285
1.618 122-118
2.618 121-168
4.250 120-048
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 124-090 124-078
PP 124-070 124-047
S1 124-050 124-015

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

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