ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 120-180 120-160 -0-020 -0.1% 120-095
High 120-210 121-065 0-175 0.5% 120-285
Low 120-005 120-115 0-110 0.3% 119-045
Close 120-180 121-035 0-175 0.5% 120-215
Range 0-205 0-270 0-065 31.7% 1-240
ATR 0-302 0-300 -0-002 -0.8% 0-000
Volume 1,062,316 1,273,859 211,543 19.9% 5,258,412
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-135 123-035 121-184
R3 122-185 122-085 121-109
R2 121-235 121-235 121-084
R1 121-135 121-135 121-060 121-185
PP 120-285 120-285 120-285 120-310
S1 120-185 120-185 121-010 120-235
S2 120-015 120-015 120-306
S3 119-065 119-235 120-281
S4 118-115 118-285 120-206
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
5 121-065 119-170 1-215 1.4% 0-255 0.7% 94% True False 1,103,557
10 121-065 119-045 2-020 1.7% 0-266 0.7% 95% True False 953,331
20 121-065 118-170 2-215 2.2% 0-285 0.7% 96% True False 763,766
40 124-300 118-170 6-130 5.3% 0-317 0.8% 40% False False 776,174
60 127-080 118-170 8-230 7.2% 0-295 0.8% 30% False False 520,172
80 127-080 118-170 8-230 7.2% 0-262 0.7% 30% False False 390,371
100 127-080 118-170 8-230 7.2% 0-227 0.6% 30% False False 312,300
120 127-080 118-170 8-230 7.2% 0-191 0.5% 30% False False 260,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-252
2.618 123-132
1.618 122-182
1.000 122-015
0.618 121-232
HIGH 121-065
0.618 120-282
0.500 120-250
0.382 120-218
LOW 120-115
0.618 119-268
1.000 119-165
1.618 118-318
2.618 118-048
4.250 116-248
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 121-000 120-302
PP 120-285 120-248
S1 120-250 120-195

Download as Excel Spreadsheet

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

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