ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 119-275 120-050 0-095 0.2% 120-285
High 120-080 120-150 0-070 0.2% 121-095
Low 119-220 119-290 0-070 0.2% 119-220
Close 120-050 120-075 0-025 0.1% 120-050
Range 0-180 0-180 0-000 0.0% 1-195
ATR 0-289 0-281 -0-008 -2.7% 0-000
Volume 1,009,045 729,305 -279,740 -27.7% 4,439,366
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 121-285 121-200 120-174
R3 121-105 121-020 120-124
R2 120-245 120-245 120-108
R1 120-160 120-160 120-092 120-202
PP 120-065 120-065 120-065 120-086
S1 119-300 119-300 120-058 120-022
S2 119-205 119-205 120-042
S3 119-025 119-120 120-026
S4 118-165 118-260 119-296
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 125-067 124-093 121-013
R3 123-192 122-218 120-192
R2 121-317 121-317 120-144
R1 121-023 121-023 120-097 120-232
PP 120-122 120-122 120-122 120-066
S1 119-148 119-148 120-003 119-038
S2 118-247 118-247 119-276
S3 117-052 117-273 119-228
S4 115-177 116-078 119-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-095 119-220 1-195 1.3% 0-257 0.7% 34% False False 1,033,734
10 121-155 119-220 1-255 1.5% 0-235 0.6% 30% False False 1,035,822
20 121-155 118-285 2-190 2.2% 0-284 0.7% 52% False False 877,580
40 124-180 118-170 6-010 5.0% 0-313 0.8% 28% False False 914,669
60 127-080 118-170 8-230 7.3% 0-303 0.8% 20% False False 624,350
80 127-080 118-170 8-230 7.3% 0-270 0.7% 20% False False 468,682
100 127-080 118-170 8-230 7.3% 0-241 0.6% 20% False False 374,969
120 127-080 118-170 8-230 7.3% 0-203 0.5% 20% False False 312,474
Crabel Price Patterns
NR False
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 0-067
Fibonacci Retracements and Extensions
4.250 122-275
2.618 121-301
1.618 121-121
1.000 121-010
0.618 120-261
HIGH 120-150
0.618 120-081
0.500 120-060
0.382 120-039
LOW 119-290
0.618 119-179
1.000 119-110
1.618 118-319
2.618 118-139
4.250 117-165
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 120-070 120-102
PP 120-065 120-093
S1 120-060 120-084

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

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