ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 120-060 120-140 0-080 0.2% 120-100
High 120-060 120-140 0-080 0.2% 120-170
Low 120-060 120-140 0-080 0.2% 120-030
Close 120-060 120-140 0-080 0.2% 120-140
Range
ATR 0-085 0-085 0-000 -0.5% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 120-140 120-140 120-140
R3 120-140 120-140 120-140
R2 120-140 120-140 120-140
R1 120-140 120-140 120-140 120-140
PP 120-140 120-140 120-140 120-140
S1 120-140 120-140 120-140 120-140
S2 120-140 120-140 120-140
S3 120-140 120-140 120-140
S4 120-140 120-140 120-140
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 121-213 121-157 120-217
R3 121-073 121-017 120-178
R2 120-253 120-253 120-166
R1 120-197 120-197 120-153 120-225
PP 120-113 120-113 120-113 120-128
S1 120-057 120-057 120-127 120-085
S2 119-293 119-293 120-114
S3 119-153 119-237 120-102
S4 119-013 119-097 120-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-170 120-030 0-140 0.4% 0-000 0.0% 79% False False 1
10 120-170 119-190 0-300 0.8% 0-000 0.0% 90% False False 1
20 120-170 117-270 2-220 2.2% 0-000 0.0% 97% False False 1
40 120-170 115-280 4-210 3.9% 0-000 0.0% 98% False False 1
60 120-170 115-210 4-280 4.0% 0-000 0.0% 98% False False 1
80 120-170 114-050 6-120 5.3% 0-000 0.0% 99% 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
4.250 120-140
2.618 120-140
1.618 120-140
1.000 120-140
0.618 120-140
HIGH 120-140
0.618 120-140
0.500 120-140
0.382 120-140
LOW 120-140
0.618 120-140
1.000 120-140
1.618 120-140
2.618 120-140
4.250 120-140
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 120-140 120-122
PP 120-140 120-103
S1 120-140 120-085

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

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