ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 119-310 119-230 -0-080 -0.2% 118-250
High 119-310 119-230 -0-080 -0.2% 119-280
Low 119-310 119-230 -0-080 -0.2% 118-250
Close 119-310 119-230 -0-080 -0.2% 119-280
Range
ATR 0-086 0-086 0-000 -0.5% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 119-230 119-230 119-230
R3 119-230 119-230 119-230
R2 119-230 119-230 119-230
R1 119-230 119-230 119-230 119-230
PP 119-230 119-230 119-230 119-230
S1 119-230 119-230 119-230 119-230
S2 119-230 119-230 119-230
S3 119-230 119-230 119-230
S4 119-230 119-230 119-230
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 122-253 122-137 120-152
R3 121-223 121-107 120-056
R2 120-193 120-193 120-024
R1 120-077 120-077 119-312 120-135
PP 119-163 119-163 119-163 119-192
S1 119-047 119-047 119-248 119-105
S2 118-133 118-133 119-216
S3 117-103 118-017 119-184
S4 116-073 116-307 119-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 119-190 0-150 0.4% 0-000 0.0% 27% False False 1
10 120-020 118-220 1-120 1.1% 0-000 0.0% 75% False False 1
20 120-020 116-220 3-120 2.8% 0-000 0.0% 90% False False 1
40 120-020 115-280 4-060 3.5% 0-000 0.0% 92% False False 1
60 120-020 114-300 5-040 4.3% 0-000 0.0% 93% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-230
2.618 119-230
1.618 119-230
1.000 119-230
0.618 119-230
HIGH 119-230
0.618 119-230
0.500 119-230
0.382 119-230
LOW 119-230
0.618 119-230
1.000 119-230
1.618 119-230
2.618 119-230
4.250 119-230
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 119-230 119-250
PP 119-230 119-243
S1 119-230 119-237

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

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