ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 120-000 120-095 0-095 0.2% 119-160
High 120-155 120-105 -0-050 -0.1% 120-155
Low 119-300 119-150 -0-150 -0.4% 118-285
Close 120-140 120-055 -0-085 -0.2% 120-140
Range 0-175 0-275 0-100 57.1% 1-190
ATR 1-002 1-001 -0-001 -0.3% 0-000
Volume 183,523 698,736 515,213 280.7% 1,934,961
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 122-182 122-073 120-206
R3 121-227 121-118 120-131
R2 120-272 120-272 120-105
R1 120-163 120-163 120-080 120-080
PP 119-317 119-317 119-317 119-275
S1 119-208 119-208 120-030 119-125
S2 119-042 119-042 120-005
S3 118-087 118-253 119-299
S4 117-132 117-298 119-224
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 124-230 124-055 121-100
R3 123-040 122-185 120-280
R2 121-170 121-170 120-234
R1 120-315 120-315 120-187 121-082
PP 119-300 119-300 119-300 120-024
S1 119-125 119-125 120-093 119-212
S2 118-110 118-110 120-046
S3 116-240 117-255 120-000
S4 115-050 116-065 119-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-155 118-285 1-190 1.3% 1-000 0.8% 80% False False 459,616
10 120-260 118-285 1-295 1.6% 0-283 0.7% 67% False False 475,564
20 123-120 118-170 4-270 4.0% 1-025 0.9% 34% False False 794,717
40 127-020 118-170 8-170 7.1% 1-007 0.9% 19% False False 562,853
60 127-080 118-170 8-230 7.3% 0-283 0.7% 19% False False 376,263
80 127-080 118-170 8-230 7.3% 0-247 0.6% 19% False False 282,233
100 127-080 118-170 8-230 7.3% 0-205 0.5% 19% False False 225,790
120 127-080 118-170 8-230 7.3% 0-172 0.4% 19% False False 188,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-063
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-314
2.618 122-185
1.618 121-230
1.000 121-060
0.618 120-275
HIGH 120-105
0.618 120-000
0.500 119-288
0.382 119-255
LOW 119-150
0.618 118-300
1.000 118-195
1.618 118-025
2.618 117-070
4.250 115-261
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 120-026 120-034
PP 119-317 120-013
S1 119-288 119-312

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

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