ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 122-040 122-180 0-140 0.4% 122-060
High 122-240 122-180 -0-060 -0.2% 122-240
Low 122-040 122-180 0-140 0.4% 121-060
Close 122-260 122-180 -0-080 -0.2% 122-180
Range 0-200 0-000 -0-200 -100.0% 1-180
ATR 0-140 0-136 -0-004 -3.1% 0-000
Volume 26 252 226 869.2% 307
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-180 122-180 122-180
R3 122-180 122-180 122-180
R2 122-180 122-180 122-180
R1 122-180 122-180 122-180 122-180
PP 122-180 122-180 122-180 122-180
S1 122-180 122-180 122-180 122-180
S2 122-180 122-180 122-180
S3 122-180 122-180 122-180
S4 122-180 122-180 122-180
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-273 126-087 123-135
R3 125-093 124-227 122-318
R2 123-233 123-233 122-272
R1 123-047 123-047 122-226 123-140
PP 122-053 122-053 122-053 122-100
S1 121-187 121-187 122-134 121-280
S2 120-193 120-193 122-088
S3 119-013 120-007 122-042
S4 117-153 118-147 121-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-240 121-060 1-180 1.3% 0-058 0.1% 88% False False 61
10 122-240 121-060 1-180 1.3% 0-029 0.1% 88% False False 34
20 122-240 120-030 2-210 2.2% 0-028 0.1% 93% False False 18
40 122-240 117-160 5-080 4.3% 0-014 0.0% 96% False False 10
60 122-240 115-280 6-280 5.6% 0-009 0.0% 97% False False 7
80 122-240 115-210 7-030 5.8% 0-007 0.0% 97% False False 6
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 0-003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-180
2.618 122-180
1.618 122-180
1.000 122-180
0.618 122-180
HIGH 122-180
0.618 122-180
0.500 122-180
0.382 122-180
LOW 122-180
0.618 122-180
1.000 122-180
1.618 122-180
2.618 122-180
4.250 122-180
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 122-180 122-167
PP 122-180 122-153
S1 122-180 122-140

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

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