ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 120-285 120-180 -0-105 -0.3% 120-245
High 121-095 120-275 -0-140 -0.4% 121-155
Low 120-065 120-105 0-040 0.1% 120-005
Close 120-190 120-250 0-060 0.2% 120-275
Range 1-030 0-170 -0-180 -51.4% 1-150
ATR 0-298 0-289 -0-009 -3.1% 0-000
Volume 1,123,821 924,621 -199,200 -17.7% 5,189,556
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 122-080 122-015 121-024
R3 121-230 121-165 120-297
R2 121-060 121-060 120-281
R1 120-315 120-315 120-266 121-028
PP 120-210 120-210 120-210 120-226
S1 120-145 120-145 120-234 120-178
S2 120-040 120-040 120-219
S3 119-190 119-295 120-203
S4 119-020 119-125 120-156
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% 0-244 0.6% 52% False False 1,096,559
10 121-155 119-045 2-110 1.9% 0-274 0.7% 70% False False 1,095,719
20 121-155 118-285 2-190 2.1% 0-275 0.7% 73% False False 792,065
40 124-300 118-170 6-130 5.3% 1-000 0.8% 35% False False 852,105
60 127-080 118-170 8-230 7.2% 0-301 0.8% 26% False False 572,432
80 127-080 118-170 8-230 7.2% 0-266 0.7% 26% False False 429,698
100 127-080 118-170 8-230 7.2% 0-234 0.6% 26% False False 343,767
120 127-080 118-170 8-230 7.2% 0-197 0.5% 26% False False 286,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-073
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-038
2.618 122-080
1.618 121-230
1.000 121-125
0.618 121-060
HIGH 120-275
0.618 120-210
0.500 120-190
0.382 120-170
LOW 120-105
0.618 120-000
1.000 119-255
1.618 119-150
2.618 118-300
4.250 118-022
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 120-230 120-270
PP 120-210 120-263
S1 120-190 120-257

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

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