ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 120-140 121-060 0-240 0.6% 120-100
High 120-140 121-060 0-240 0.6% 120-170
Low 120-140 121-060 0-240 0.6% 120-030
Close 120-140 120-200 0-060 0.2% 120-140
Range
ATR 0-085 0-096 0-011 13.0% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 121-000 120-260 120-200
R3 121-000 120-260 120-200
R2 121-000 121-000 120-200
R1 120-260 120-260 120-200 120-290
PP 121-000 121-000 121-000 121-015
S1 120-260 120-260 120-200 120-290
S2 121-000 121-000 120-200
S3 121-000 120-260 120-200
S4 121-000 120-260 120-200
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
5 121-060 120-030 1-030 0.9% 0-000 0.0% 49% True False 1
10 121-060 119-190 1-190 1.3% 0-000 0.0% 65% True False 1
20 121-060 117-300 3-080 2.7% 0-000 0.0% 83% True False 1
40 121-060 115-280 5-100 4.4% 0-000 0.0% 89% True False 1
60 121-060 115-210 5-170 4.6% 0-000 0.0% 90% True False 1
80 121-060 114-050 7-010 5.8% 0-000 0.0% 92% True 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
4.250 121-060
2.618 121-060
1.618 121-060
1.000 121-060
0.618 121-060
HIGH 121-060
0.618 121-060
0.500 121-060
0.382 121-060
LOW 121-060
0.618 121-060
1.000 121-060
1.618 121-060
2.618 121-060
4.250 121-060
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 121-060 120-220
PP 121-000 120-213
S1 120-260 120-207

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

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