ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 120-200 121-150 0-270 0.7% 121-060
High 120-200 121-150 0-270 0.7% 121-150
Low 120-200 121-150 0-270 0.7% 120-030
Close 121-130 121-150 0-020 0.1% 121-150
Range
ATR 0-099 0-093 -0-006 -5.7% 0-000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 121-150 121-150 121-150
R3 121-150 121-150 121-150
R2 121-150 121-150 121-150
R1 121-150 121-150 121-150 121-150
PP 121-150 121-150 121-150 121-150
S1 121-150 121-150 121-150 121-150
S2 121-150 121-150 121-150
S3 121-150 121-150 121-150
S4 121-150 121-150 121-150
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 125-043 124-217 122-072
R3 123-243 123-097 121-271
R2 122-123 122-123 121-231
R1 121-297 121-297 121-190 122-050
PP 121-003 121-003 121-003 121-040
S1 120-177 120-177 121-110 120-250
S2 119-203 119-203 121-069
S3 118-083 119-057 121-029
S4 116-283 117-257 120-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-150 120-030 1-120 1.1% 0-000 0.0% 100% True False 2
10 121-150 120-030 1-120 1.1% 0-000 0.0% 100% True False 1
20 121-150 118-250 2-220 2.2% 0-000 0.0% 100% True False 1
40 121-150 115-280 5-190 4.6% 0-000 0.0% 100% True False 1
60 121-150 115-280 5-190 4.6% 0-000 0.0% 100% True False 1
80 121-150 114-050 7-100 6.0% 0-000 0.0% 100% 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
4.250 121-150
2.618 121-150
1.618 121-150
1.000 121-150
0.618 121-150
HIGH 121-150
0.618 121-150
0.500 121-150
0.382 121-150
LOW 121-150
0.618 121-150
1.000 121-150
1.618 121-150
2.618 121-150
4.250 121-150
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 121-150 121-077
PP 121-150 121-003
S1 121-150 120-250

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

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