ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 122-270 123-150 0-200 0.5% 122-230
High 123-170 123-190 0-020 0.1% 123-170
Low 122-270 123-080 0-130 0.3% 122-040
Close 123-120 123-010 -0-110 -0.3% 123-120
Range 0-220 0-110 -0-110 -50.0% 1-130
ATR 0-145 0-142 -0-002 -1.7% 0-000
Volume 592 118 -474 -80.1% 9,678
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 124-103 124-007 123-070
R3 123-313 123-217 123-040
R2 123-203 123-203 123-030
R1 123-107 123-107 123-020 123-100
PP 123-093 123-093 123-093 123-090
S1 122-317 122-317 123-000 122-310
S2 122-303 122-303 122-310
S3 122-193 122-207 122-300
S4 122-083 122-097 122-270
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-073 126-227 124-048
R3 125-263 125-097 123-244
R2 124-133 124-133 123-202
R1 123-287 123-287 123-161 124-050
PP 123-003 123-003 123-003 123-045
S1 122-157 122-157 123-079 122-240
S2 121-193 121-193 123-038
S3 120-063 121-027 122-316
S4 118-253 119-217 122-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 122-040 1-150 1.2% 0-108 0.3% 62% True False 1,908
10 123-190 121-060 2-130 2.0% 0-091 0.2% 77% True False 1,010
20 123-190 121-060 2-130 2.0% 0-059 0.1% 77% True False 508
40 123-190 118-250 4-260 3.9% 0-030 0.1% 88% True False 254
60 123-190 115-280 7-230 6.3% 0-020 0.0% 93% True False 170
80 123-190 115-280 7-230 6.3% 0-015 0.0% 93% True False 128
100 123-190 114-050 9-140 7.7% 0-012 0.0% 94% True False 103
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-018
2.618 124-158
1.618 124-048
1.000 123-300
0.618 123-258
HIGH 123-190
0.618 123-148
0.500 123-135
0.382 123-122
LOW 123-080
0.618 123-012
1.000 122-290
1.618 122-222
2.618 122-112
4.250 121-252
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 123-135 123-070
PP 123-093 123-050
S1 123-052 123-030

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

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