ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 120-245 120-315 0-070 0.2% 120-095
High 121-005 121-040 0-035 0.1% 120-285
Low 120-195 120-125 -0-070 -0.2% 119-045
Close 120-280 120-175 -0-105 -0.3% 120-215
Range 0-130 0-235 0-105 80.8% 1-240
ATR 0-315 0-310 -0-006 -1.8% 0-000
Volume 761,488 993,715 232,227 30.5% 5,258,412
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 122-285 122-145 120-304
R3 122-050 121-230 120-240
R2 121-135 121-135 120-218
R1 120-315 120-315 120-197 120-268
PP 120-220 120-220 120-220 120-196
S1 120-080 120-080 120-153 120-032
S2 119-305 119-305 120-132
S3 119-070 119-165 120-110
S4 118-155 118-250 120-046
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
5 121-040 119-045 1-315 1.6% 0-304 0.8% 71% True False 1,094,879
10 121-040 118-305 2-055 1.8% 0-286 0.7% 73% True False 817,812
20 121-040 118-170 2-190 2.2% 0-309 0.8% 78% True False 767,725
40 124-310 118-170 6-140 5.3% 1-003 0.8% 31% False False 718,612
60 127-080 118-170 8-230 7.2% 0-294 0.8% 23% False False 481,411
80 127-080 118-170 8-230 7.2% 0-263 0.7% 23% False False 361,169
100 127-080 118-170 8-230 7.2% 0-222 0.6% 23% False False 288,939
120 127-080 118-170 8-230 7.2% 0-187 0.5% 23% False False 240,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-079
2.618 123-015
1.618 122-100
1.000 121-275
0.618 121-185
HIGH 121-040
0.618 120-270
0.500 120-242
0.382 120-215
LOW 120-125
0.618 119-300
1.000 119-210
1.618 119-065
2.618 118-150
4.250 117-086
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 120-242 120-152
PP 120-220 120-128
S1 120-198 120-105

Download as Excel Spreadsheet

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

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