ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 120-030 120-200 0-170 0.4% 120-100
High 120-030 120-200 0-170 0.4% 120-170
Low 120-030 120-200 0-170 0.4% 120-030
Close 120-250 121-130 0-200 0.5% 120-140
Range
ATR 0-102 0-099 -0-004 -3.7% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 120-283 121-047 121-130
R3 120-283 121-047 121-130
R2 120-283 120-283 121-130
R1 121-047 121-047 121-130 121-005
PP 120-283 120-283 120-283 120-262
S1 121-047 121-047 121-130 121-005
S2 120-283 120-283 121-130
S3 120-283 121-047 121-130
S4 120-283 121-047 121-130
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% 120% False False 2
10 121-060 120-020 1-040 0.9% 0-000 0.0% 119% False False 1
20 121-060 118-220 2-160 2.1% 0-000 0.0% 109% False False 1
40 121-060 115-280 5-100 4.4% 0-000 0.0% 104% False False 1
60 121-060 115-210 5-170 4.6% 0-000 0.0% 104% False False 1
80 121-060 114-050 7-010 5.8% 0-000 0.0% 103% 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
4.250 120-200
2.618 120-200
1.618 120-200
1.000 120-200
0.618 120-200
HIGH 120-200
0.618 120-200
0.500 120-200
0.382 120-200
LOW 120-200
0.618 120-200
1.000 120-200
1.618 120-200
2.618 120-200
4.250 120-200
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 121-047 121-032
PP 120-283 120-253
S1 120-200 120-155

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

View Archives - Comment on this page... - Back to Index of Symbols