ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 121-290 121-310 0-020 0.1% 121-060
High 122-120 121-310 -0-130 -0.3% 121-150
Low 121-290 121-310 0-020 0.1% 120-030
Close 122-100 121-310 -0-110 -0.3% 121-150
Range 0-150 0-000 -0-150 -100.0% 1-120
ATR 0-105 0-106 0-000 0.3% 0-000
Volume 11 4 -7 -63.6% 11
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-310 121-310 121-310
R3 121-310 121-310 121-310
R2 121-310 121-310 121-310
R1 121-310 121-310 121-310 121-310
PP 121-310 121-310 121-310 121-310
S1 121-310 121-310 121-310 121-310
S2 121-310 121-310 121-310
S3 121-310 121-310 121-310
S4 121-310 121-310 121-310
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
5 122-120 120-200 1-240 1.4% 0-054 0.1% 77% False False 3
10 122-120 120-030 2-090 1.9% 0-027 0.1% 82% False False 2
20 122-120 119-030 3-090 2.7% 0-014 0.0% 88% False False 1
40 122-120 115-280 6-160 5.3% 0-007 0.0% 94% False False 1
60 122-120 115-280 6-160 5.3% 0-004 0.0% 94% False False 1
80 122-120 114-050 8-070 6.7% 0-003 0.0% 95% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-310
2.618 121-310
1.618 121-310
1.000 121-310
0.618 121-310
HIGH 121-310
0.618 121-310
0.500 121-310
0.382 121-310
LOW 121-310
0.618 121-310
1.000 121-310
1.618 121-310
2.618 121-310
4.250 121-310
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 121-310 121-290
PP 121-310 121-270
S1 121-310 121-250

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

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