ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 120-315 120-180 -0-135 -0.3% 120-095
High 121-040 120-210 -0-150 -0.4% 120-285
Low 120-125 120-005 -0-120 -0.3% 119-045
Close 120-175 120-180 0-005 0.0% 120-215
Range 0-235 0-205 -0-030 -12.8% 1-240
ATR 0-310 0-302 -0-007 -2.4% 0-000
Volume 993,715 1,062,316 68,601 6.9% 5,258,412
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 122-107 122-028 120-293
R3 121-222 121-143 120-236
R2 121-017 121-017 120-218
R1 120-258 120-258 120-199 120-282
PP 120-132 120-132 120-132 120-144
S1 120-053 120-053 120-161 120-078
S2 119-247 119-247 120-142
S3 119-042 119-168 120-124
S4 118-157 118-283 120-067
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
5 121-040 119-105 1-255 1.5% 0-244 0.6% 69% False False 1,046,215
10 121-040 119-045 1-315 1.6% 0-262 0.7% 72% False False 869,266
20 121-040 118-170 2-190 2.2% 0-291 0.8% 78% False False 759,081
40 124-300 118-170 6-130 5.3% 0-317 0.8% 32% False False 744,628
60 127-080 118-170 8-230 7.2% 0-294 0.8% 23% False False 499,000
80 127-080 118-170 8-230 7.2% 0-264 0.7% 23% False False 374,447
100 127-080 118-170 8-230 7.2% 0-224 0.6% 23% False False 299,562
120 127-080 118-170 8-230 7.2% 0-188 0.5% 23% False False 249,635
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-121
2.618 122-107
1.618 121-222
1.000 121-095
0.618 121-017
HIGH 120-210
0.618 120-132
0.500 120-108
0.382 120-083
LOW 120-005
0.618 119-198
1.000 119-120
1.618 118-313
2.618 118-108
4.250 117-094
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 120-156 120-182
PP 120-132 120-182
S1 120-108 120-181

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

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