ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 120-160 121-020 0-180 0.5% 120-245
High 121-065 121-155 0-090 0.2% 121-155
Low 120-115 120-250 0-135 0.4% 120-005
Close 121-035 120-275 -0-080 -0.2% 120-275
Range 0-270 0-225 -0-045 -16.7% 1-150
ATR 0-300 0-295 -0-005 -1.8% 0-000
Volume 1,273,859 1,098,178 -175,681 -13.8% 5,189,556
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-048 122-227 121-079
R3 122-143 122-002 121-017
R2 121-238 121-238 120-316
R1 121-097 121-097 120-296 121-055
PP 121-013 121-013 121-013 120-312
S1 120-192 120-192 120-254 120-150
S2 120-108 120-108 120-234
S3 119-203 119-287 120-213
S4 118-298 119-062 120-151
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 125-062 124-158 121-214
R3 123-232 123-008 121-084
R2 122-082 122-082 121-041
R1 121-178 121-178 120-318 121-290
PP 120-252 120-252 120-252 120-308
S1 120-028 120-028 120-232 120-140
S2 119-102 119-102 120-189
S3 117-272 118-198 120-146
S4 116-122 117-048 120-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-155 120-005 1-150 1.2% 0-213 0.6% 57% True False 1,037,911
10 121-155 119-045 2-110 1.9% 0-271 0.7% 73% True False 1,044,796
20 121-155 118-285 2-190 2.1% 0-280 0.7% 76% True False 763,837
40 124-300 118-170 6-130 5.3% 0-317 0.8% 36% False False 802,970
60 127-080 118-170 8-230 7.2% 0-296 0.8% 27% False False 538,380
80 127-080 118-170 8-230 7.2% 0-263 0.7% 27% False False 404,097
100 127-080 118-170 8-230 7.2% 0-229 0.6% 27% False False 323,282
120 127-080 118-170 8-230 7.2% 0-193 0.5% 27% False False 269,402
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 0-062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-151
2.618 123-104
1.618 122-199
1.000 122-060
0.618 121-294
HIGH 121-155
0.618 121-069
0.500 121-042
0.382 121-016
LOW 120-250
0.618 120-111
1.000 120-025
1.618 119-206
2.618 118-301
4.250 117-254
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 121-042 120-263
PP 121-013 120-252
S1 120-304 120-240

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

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