ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 120-110 120-190 0-080 0.2% 120-050
High 120-235 121-100 0-185 0.5% 121-100
Low 119-280 120-060 0-100 0.3% 119-280
Close 120-215 121-050 0-155 0.4% 121-050
Range 0-275 1-040 0-085 30.9% 1-140
ATR 0-280 0-285 0-006 2.1% 0-000
Volume 1,279,363 1,345,418 66,055 5.2% 5,628,858
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 124-083 123-267 121-248
R3 123-043 122-227 121-149
R2 122-003 122-003 121-116
R1 121-187 121-187 121-083 121-255
PP 120-283 120-283 120-283 120-318
S1 120-147 120-147 121-017 120-215
S2 119-243 119-243 120-304
S3 118-203 119-107 120-271
S4 117-163 118-067 120-172
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 125-030 124-180 121-303
R3 123-210 123-040 121-176
R2 122-070 122-070 121-134
R1 121-220 121-220 121-092 121-305
PP 120-250 120-250 120-250 120-292
S1 120-080 120-080 121-008 120-165
S2 119-110 119-110 120-286
S3 117-290 118-260 120-244
S4 116-150 117-120 120-117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-100 119-280 1-140 1.2% 0-266 0.7% 89% True False 1,125,771
10 121-155 119-220 1-255 1.5% 0-266 0.7% 82% False False 1,116,640
20 121-155 119-045 2-110 1.9% 0-266 0.7% 86% False False 1,034,985
40 123-150 118-170 4-300 4.1% 0-312 0.8% 53% False False 963,778
60 127-080 118-170 8-230 7.2% 0-310 0.8% 30% False False 705,774
80 127-080 118-170 8-230 7.2% 0-277 0.7% 30% False False 529,918
100 127-080 118-170 8-230 7.2% 0-248 0.6% 30% False False 423,964
120 127-080 118-170 8-230 7.2% 0-211 0.5% 30% False False 353,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-080
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-030
2.618 124-082
1.618 123-042
1.000 122-140
0.618 122-002
HIGH 121-100
0.618 120-282
0.500 120-240
0.382 120-198
LOW 120-060
0.618 119-158
1.000 119-020
1.618 118-118
2.618 117-078
4.250 115-130
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 121-007 120-310
PP 120-283 120-250
S1 120-240 120-190

Download as Excel Spreadsheet

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

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