ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 120-050 120-080 0-030 0.1% 120-285
High 120-150 121-015 0-185 0.5% 121-095
Low 119-290 120-035 0-065 0.2% 119-220
Close 120-075 120-295 0-220 0.6% 120-050
Range 0-180 0-300 0-120 66.7% 1-195
ATR 0-281 0-283 0-001 0.5% 0-000
Volume 729,305 1,254,255 524,950 72.0% 4,439,366
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-162 123-048 121-140
R3 122-182 122-068 121-058
R2 121-202 121-202 121-030
R1 121-088 121-088 121-002 121-145
PP 120-222 120-222 120-222 120-250
S1 120-108 120-108 120-268 120-165
S2 119-242 119-242 120-240
S3 118-262 119-128 120-212
S4 117-282 118-148 120-130
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
5 121-015 119-220 1-115 1.1% 0-247 0.6% 91% True False 1,059,821
10 121-155 119-220 1-255 1.5% 0-252 0.7% 69% False False 1,085,099
20 121-155 118-285 2-190 2.1% 0-281 0.7% 78% False False 923,512
40 124-180 118-170 6-010 5.0% 0-314 0.8% 40% False False 928,747
60 127-080 118-170 8-230 7.2% 0-303 0.8% 27% False False 645,170
80 127-080 118-170 8-230 7.2% 0-270 0.7% 27% False False 484,358
100 127-080 118-170 8-230 7.2% 0-244 0.6% 27% False False 387,511
120 127-080 118-170 8-230 7.2% 0-206 0.5% 27% False False 322,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-066
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-010
2.618 123-160
1.618 122-180
1.000 121-315
0.618 121-200
HIGH 121-015
0.618 120-220
0.500 120-185
0.382 120-150
LOW 120-035
0.618 119-170
1.000 119-055
1.618 118-190
2.618 117-210
4.250 116-040
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 120-258 120-236
PP 120-222 120-177
S1 120-185 120-118

Download as Excel Spreadsheet

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

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