ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 121-210 122-120 0-230 0.6% 121-180
High 121-210 122-120 0-230 0.6% 122-170
Low 121-210 122-120 0-230 0.6% 121-060
Close 121-310 122-140 0-150 0.4% 122-110
Range
ATR 0-111 0-113 0-001 1.2% 0-000
Volume 2 12 10 500.0% 20
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-127 122-133 122-140
R3 122-127 122-133 122-140
R2 122-127 122-127 122-140
R1 122-133 122-133 122-140 122-130
PP 122-127 122-127 122-127 122-125
S1 122-133 122-133 122-140 122-130
S2 122-127 122-127 122-140
S3 122-127 122-133 122-140
S4 122-127 122-133 122-140
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
5 122-170 121-210 0-280 0.7% 0-000 0.0% 89% False False 4
10 122-170 120-030 2-140 2.0% 0-027 0.1% 96% False False 3
20 122-170 119-230 2-260 2.3% 0-014 0.0% 97% False False 2
40 122-170 116-180 5-310 4.9% 0-007 0.0% 98% False False 2
60 122-170 115-280 6-210 5.4% 0-004 0.0% 99% False False 2
80 122-170 114-280 7-210 6.3% 0-003 0.0% 99% False False 2
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
4.250 122-120
2.618 122-120
1.618 122-120
1.000 122-120
0.618 122-120
HIGH 122-120
0.618 122-120
0.500 122-120
0.382 122-120
LOW 122-120
0.618 122-120
1.000 122-120
1.618 122-120
2.618 122-120
4.250 122-120
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 122-133 122-095
PP 122-127 122-050
S1 122-120 122-005

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

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