ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 120-080 120-260 0-180 0.5% 120-285
High 121-015 120-265 -0-070 -0.2% 121-095
Low 120-035 120-050 0-015 0.0% 119-220
Close 120-295 120-080 -0-215 -0.6% 120-050
Range 0-300 0-215 -0-085 -28.3% 1-195
ATR 0-283 0-280 -0-003 -1.0% 0-000
Volume 1,254,255 1,020,517 -233,738 -18.6% 4,439,366
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 122-137 122-003 120-198
R3 121-242 121-108 120-139
R2 121-027 121-027 120-119
R1 120-213 120-213 120-100 120-172
PP 120-132 120-132 120-132 120-111
S1 119-318 119-318 120-060 119-278
S2 119-237 119-237 120-041
S3 119-022 119-103 120-021
S4 118-127 118-208 119-282
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% 0-256 0.7% 41% False False 1,079,000
10 121-155 119-220 1-255 1.5% 0-250 0.6% 31% False False 1,087,779
20 121-155 118-305 2-170 2.1% 0-268 0.7% 51% False False 952,796
40 124-180 118-170 6-010 5.0% 0-314 0.8% 28% False False 945,157
60 127-080 118-170 8-230 7.3% 0-304 0.8% 20% False False 662,130
80 127-080 118-170 8-230 7.3% 0-271 0.7% 20% False False 497,110
100 127-080 118-170 8-230 7.3% 0-245 0.6% 20% False False 397,716
120 127-080 118-170 8-230 7.3% 0-206 0.5% 20% False False 331,431
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 123-219
2.618 122-188
1.618 121-293
1.000 121-160
0.618 121-078
HIGH 120-265
0.618 120-183
0.500 120-158
0.382 120-132
LOW 120-050
0.618 119-237
1.000 119-155
1.618 119-022
2.618 118-127
4.250 117-096
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 120-158 120-152
PP 120-132 120-128
S1 120-106 120-104

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

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