ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 122-090 123-000 0-230 0.6% 122-060
High 122-240 123-010 0-090 0.2% 122-240
Low 122-040 123-000 0-280 0.7% 121-060
Close 122-090 122-310 0-220 0.6% 122-180
Range 0-200 0-010 -0-190 -95.0% 1-180
ATR 0-131 0-139 0-008 5.9% 0-000
Volume 2 8,821 8,819 440,950.0% 307
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-030 123-020 122-316
R3 123-020 123-010 122-313
R2 123-010 123-010 122-312
R1 123-000 123-000 122-311 123-000
PP 123-000 123-000 123-000 123-000
S1 122-310 122-310 122-309 122-310
S2 122-310 122-310 122-308
S3 122-300 122-300 122-307
S4 122-290 122-290 122-304
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
5 123-010 122-040 0-290 0.7% 0-058 0.1% 93% True False 1,867
10 123-010 121-060 1-270 1.5% 0-058 0.1% 97% True False 939
20 123-010 120-200 2-130 2.0% 0-042 0.1% 97% True False 472
40 123-010 118-070 4-260 3.9% 0-021 0.1% 99% True False 236
60 123-010 115-280 7-050 5.8% 0-014 0.0% 99% True False 158
80 123-010 115-210 7-120 6.0% 0-011 0.0% 99% True False 119
100 123-010 114-050 8-280 7.2% 0-008 0.0% 99% True False 95
Crabel Price Patterns
NR True
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-052
2.618 123-036
1.618 123-026
1.000 123-020
0.618 123-016
HIGH 123-010
0.618 123-006
0.500 123-005
0.382 123-004
LOW 123-000
0.618 122-314
1.000 122-310
1.618 122-304
2.618 122-294
4.250 122-278
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 123-005 122-268
PP 123-000 122-227
S1 122-315 122-185

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

View Archives - Comment on this page... - Back to Index of Symbols