ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 119-305 120-245 0-260 0.7% 120-095
High 120-285 121-005 0-040 0.1% 120-285
Low 119-170 120-195 1-025 0.9% 119-045
Close 120-215 120-280 0-065 0.2% 120-215
Range 1-115 0-130 -0-305 -70.1% 1-240
ATR 1-010 0-315 -0-014 -4.3% 0-000
Volume 1,426,410 761,488 -664,922 -46.6% 5,258,412
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 122-017 121-278 121-032
R3 121-207 121-148 120-316
R2 121-077 121-077 120-304
R1 121-018 121-018 120-292 121-048
PP 120-267 120-267 120-267 120-281
S1 120-208 120-208 120-268 120-238
S2 120-137 120-137 120-256
S3 120-007 120-078 120-244
S4 119-197 119-268 120-208
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
5 121-005 119-045 1-280 1.6% 0-300 0.8% 93% True False 1,064,232
10 121-005 118-285 2-040 1.8% 0-310 0.8% 93% True False 761,924
20 121-005 118-170 2-155 2.1% 1-000 0.8% 94% True False 767,209
40 126-060 118-170 7-210 6.3% 1-010 0.9% 31% False False 693,803
60 127-080 118-170 8-230 7.2% 0-295 0.8% 27% False False 464,902
80 127-080 118-170 8-230 7.2% 0-260 0.7% 27% False False 348,747
100 127-080 118-170 8-230 7.2% 0-220 0.6% 27% False False 279,002
120 127-080 118-170 8-230 7.2% 0-185 0.5% 27% False False 232,502
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-062
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 122-238
2.618 122-025
1.618 121-215
1.000 121-135
0.618 121-085
HIGH 121-005
0.618 120-275
0.500 120-260
0.382 120-245
LOW 120-195
0.618 120-115
1.000 120-065
1.618 119-305
2.618 119-175
4.250 118-282
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 120-273 120-205
PP 120-267 120-130
S1 120-260 120-055

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

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