ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 121-020 120-285 -0-055 -0.1% 120-245
High 121-155 121-095 -0-060 -0.2% 121-155
Low 120-250 120-065 -0-185 -0.5% 120-005
Close 120-275 120-190 -0-085 -0.2% 120-275
Range 0-225 1-030 0-125 55.6% 1-150
ATR 0-295 0-298 0-004 1.3% 0-000
Volume 1,098,178 1,123,821 25,643 2.3% 5,189,556
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-313 123-122 121-062
R3 122-283 122-092 120-286
R2 121-253 121-253 120-254
R1 121-062 121-062 120-222 120-302
PP 120-223 120-223 120-223 120-184
S1 120-032 120-032 120-158 119-272
S2 119-193 119-193 120-126
S3 118-163 119-002 120-094
S4 117-133 117-292 119-318
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% 0-257 0.7% 39% False False 1,110,377
10 121-155 119-045 2-110 1.9% 0-278 0.7% 62% False False 1,087,305
20 121-155 118-285 2-190 2.2% 0-281 0.7% 66% False False 781,435
40 124-300 118-170 6-130 5.3% 1-000 0.8% 32% False False 830,377
60 127-080 118-170 8-230 7.2% 0-300 0.8% 24% False False 557,049
80 127-080 118-170 8-230 7.2% 0-265 0.7% 24% False False 418,144
100 127-080 118-170 8-230 7.2% 0-232 0.6% 24% False False 334,520
120 127-080 118-170 8-230 7.2% 0-196 0.5% 24% False False 278,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-302
2.618 124-051
1.618 123-021
1.000 122-125
0.618 121-311
HIGH 121-095
0.618 120-281
0.500 120-240
0.382 120-199
LOW 120-065
0.618 119-169
1.000 119-035
1.618 118-139
2.618 117-109
4.250 115-178
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 120-240 120-270
PP 120-223 120-243
S1 120-207 120-217

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

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