ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 119-125 119-305 0-180 0.5% 120-095
High 120-000 120-285 0-285 0.7% 120-285
Low 119-105 119-170 0-065 0.2% 119-045
Close 119-260 120-215 0-275 0.7% 120-215
Range 0-215 1-115 0-220 102.3% 1-240
ATR 1-002 1-010 0-008 2.5% 0-000
Volume 987,146 1,426,410 439,264 44.5% 5,258,412
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 124-142 123-293 121-134
R3 123-027 122-178 121-015
R2 121-232 121-232 120-295
R1 121-063 121-063 120-255 121-148
PP 120-117 120-117 120-117 120-159
S1 119-268 119-268 120-175 120-032
S2 119-002 119-002 120-135
S3 117-207 118-153 120-095
S4 116-092 117-038 119-296
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 125-155 124-265 121-203
R3 123-235 123-025 121-049
R2 121-315 121-315 120-318
R1 121-105 121-105 120-266 121-210
PP 120-075 120-075 120-075 120-128
S1 119-185 119-185 120-164 119-290
S2 118-155 118-155 120-112
S3 116-235 117-265 120-061
S4 114-315 116-025 119-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-285 119-045 1-240 1.5% 1-009 0.9% 88% True False 1,051,682
10 120-285 118-285 2-000 1.7% 1-012 0.9% 89% True False 719,337
20 121-045 118-170 2-195 2.2% 1-014 0.9% 82% False False 769,986
40 126-110 118-170 7-260 6.5% 1-013 0.9% 27% False False 675,155
60 127-080 118-170 8-230 7.2% 0-296 0.8% 25% False False 452,222
80 127-080 118-170 8-230 7.2% 0-261 0.7% 25% False False 339,229
100 127-080 118-170 8-230 7.2% 0-219 0.6% 25% False False 271,387
120 127-080 118-170 8-230 7.2% 0-184 0.5% 25% False False 226,156
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-214
2.618 124-144
1.618 123-029
1.000 122-080
0.618 121-234
HIGH 120-285
0.618 120-119
0.500 120-068
0.382 120-016
LOW 119-170
0.618 118-221
1.000 118-055
1.618 117-106
2.618 115-311
4.250 113-241
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 120-166 120-145
PP 120-117 120-075
S1 120-068 120-005

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

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