ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 121-310 122-170 0-180 0.5% 121-180
High 121-310 122-170 0-180 0.5% 122-170
Low 121-310 122-170 0-180 0.5% 121-060
Close 121-310 122-110 0-120 0.3% 122-110
Range
ATR 0-106 0-111 0-005 5.0% 0-000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-150 122-130 122-110
R3 122-150 122-130 122-110
R2 122-150 122-150 122-110
R1 122-130 122-130 122-110 122-140
PP 122-150 122-150 122-150 122-155
S1 122-130 122-130 122-110 122-140
S2 122-150 122-150 122-110
S3 122-150 122-130 122-110
S4 122-150 122-130 122-110
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-017 125-173 123-026
R3 124-227 124-063 122-228
R2 123-117 123-117 122-189
R1 122-273 122-273 122-149 123-035
PP 122-007 122-007 122-007 122-048
S1 121-163 121-163 122-071 121-245
S2 120-217 120-217 122-031
S3 119-107 120-053 121-312
S4 117-317 118-263 121-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-170 121-060 1-110 1.1% 0-054 0.1% 86% True False 4
10 122-170 120-030 2-140 2.0% 0-027 0.1% 92% True False 3
20 122-170 119-190 2-300 2.4% 0-014 0.0% 94% True False 2
40 122-170 115-280 6-210 5.4% 0-007 0.0% 97% True False 1
60 122-170 115-280 6-210 5.4% 0-004 0.0% 97% True False 1
80 122-170 114-080 8-090 6.8% 0-003 0.0% 98% 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
4.250 122-170
2.618 122-170
1.618 122-170
1.000 122-170
0.618 122-170
HIGH 122-170
0.618 122-170
0.500 122-170
0.382 122-170
LOW 122-170
0.618 122-170
1.000 122-170
1.618 122-170
2.618 122-170
4.250 122-170
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 122-170 122-097
PP 122-150 122-083
S1 122-130 122-070

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

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