Each skate manufacturer is slightly different, but on average, a women's size 10 shoe is comparable to about a size 6.5 skate. If you wear your shoes a little on the loose and comfortable side, I would say a size 6 would be even better. To get the best possible fit though, it is always recommend that you get sized by a skate professional in store rather than buying online.
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Most skate manufacturers generally size their skates at 1.5 sizes smaller than your shoe size. This is only a general 'rule' though, and does not always guarantee a perfect fit. Depending on how you buy and wear your shoes (loose and comfortable, buying long to compensate for width, varying shoe brands) and which model/brand of skate you're buying, your skate size could be 2 or more sizes smaller than your shoe size (I've seen as much as 5 sizes between shoe size and skate size).
To directly answer your question, a mens size 11 US shoe would be about a size 9.5 hockey skate. To get the best possible fit though, we always recommend getting sized in a store that specializes in hockey and ice sport related equipment.