ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 120-260 120-110 -0-150 -0.4% 120-285
High 120-265 120-235 -0-030 -0.1% 121-095
Low 120-050 119-280 -0-090 -0.2% 119-220
Close 120-080 120-215 0-135 0.4% 120-050
Range 0-215 0-275 0-060 27.9% 1-195
ATR 0-280 0-280 0-000 -0.1% 0-000
Volume 1,020,517 1,279,363 258,846 25.4% 4,439,366
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-002 122-223 121-046
R3 122-047 121-268 120-291
R2 121-092 121-092 120-265
R1 120-313 120-313 120-240 121-042
PP 120-137 120-137 120-137 120-161
S1 120-038 120-038 120-190 120-088
S2 119-182 119-182 120-165
S3 118-227 119-083 120-139
S4 117-272 118-128 120-064
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% 0-230 0.6% 72% False False 1,058,497
10 121-155 119-220 1-255 1.5% 0-257 0.7% 55% False False 1,109,484
20 121-155 119-045 2-110 1.9% 0-259 0.7% 65% False False 989,375
40 124-050 118-170 5-200 4.7% 0-315 0.8% 38% False False 958,733
60 127-080 118-170 8-230 7.2% 0-306 0.8% 25% False False 683,398
80 127-080 118-170 8-230 7.2% 0-274 0.7% 25% False False 513,102
100 127-080 118-170 8-230 7.2% 0-245 0.6% 25% False False 410,510
120 127-080 118-170 8-230 7.2% 0-208 0.5% 25% False False 342,092
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-124
2.618 122-315
1.618 122-040
1.000 121-190
0.618 121-085
HIGH 120-235
0.618 120-130
0.500 120-098
0.382 120-065
LOW 119-280
0.618 119-110
1.000 119-005
1.618 118-155
2.618 117-200
4.250 116-071
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 120-176 120-192
PP 120-137 120-170
S1 120-098 120-148

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

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