ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 120-085 120-120 0-035 0.1% 119-160
High 120-215 120-230 0-015 0.0% 120-155
Low 120-000 119-045 -0-275 -0.7% 118-285
Close 120-100 119-075 -1-025 -0.9% 120-140
Range 0-215 1-185 0-290 134.9% 1-190
ATR 0-314 1-007 0-014 4.4% 0-000
Volume 840,482 1,305,638 465,156 55.3% 1,934,961
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 124-138 123-132 120-033
R3 122-273 121-267 119-214
R2 121-088 121-088 119-168
R1 120-082 120-082 119-121 119-312
PP 119-223 119-223 119-223 119-179
S1 118-217 118-217 119-029 118-128
S2 118-038 118-038 118-302
S3 116-173 117-032 118-256
S4 114-308 115-167 118-117
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
5 120-230 119-045 1-185 1.3% 0-279 0.7% 6% True True 692,317
10 120-230 118-285 1-265 1.5% 0-306 0.8% 19% True False 557,449
20 121-210 118-170 3-040 2.6% 1-018 0.9% 23% False False 792,223
40 126-260 118-170 8-090 6.9% 1-014 0.9% 8% False False 615,271
60 127-080 118-170 8-230 7.3% 0-291 0.8% 8% False False 412,026
80 127-080 118-170 8-230 7.3% 0-254 0.7% 8% False False 309,059
100 127-080 118-170 8-230 7.3% 0-212 0.6% 8% False False 247,251
120 127-080 118-170 8-230 7.3% 0-178 0.5% 8% False False 206,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 127-136
2.618 124-272
1.618 123-087
1.000 122-095
0.618 121-222
HIGH 120-230
0.618 120-037
0.500 119-298
0.382 119-238
LOW 119-045
0.618 118-053
1.000 117-180
1.618 116-188
2.618 115-003
4.250 112-139
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 119-298 119-298
PP 119-223 119-223
S1 119-149 119-149

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

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