ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 120-190 121-100 0-230 0.6% 120-050
High 121-100 121-145 0-045 0.1% 121-100
Low 120-060 120-195 0-135 0.4% 119-280
Close 121-050 120-255 -0-115 -0.3% 121-050
Range 1-040 0-270 -0-090 -25.0% 1-140
ATR 0-285 0-284 -0-001 -0.4% 0-000
Volume 1,345,418 960,781 -384,637 -28.6% 5,628,858
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-155 122-315 121-084
R3 122-205 122-045 121-009
R2 121-255 121-255 120-304
R1 121-095 121-095 120-280 121-040
PP 120-305 120-305 120-305 120-278
S1 120-145 120-145 120-230 120-090
S2 120-035 120-035 120-206
S3 119-085 119-195 120-181
S4 118-135 118-245 120-106
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
5 121-145 119-280 1-185 1.3% 0-284 0.7% 58% True False 1,172,066
10 121-145 119-220 1-245 1.5% 0-270 0.7% 63% True False 1,102,900
20 121-155 119-045 2-110 1.9% 0-271 0.7% 71% False False 1,073,848
40 123-150 118-170 4-300 4.1% 0-312 0.8% 46% False False 949,308
60 127-080 118-170 8-230 7.2% 0-309 0.8% 26% False False 721,737
80 127-080 118-170 8-230 7.2% 0-277 0.7% 26% False False 541,927
100 127-080 118-170 8-230 7.2% 0-250 0.6% 26% False False 433,572
120 127-080 118-170 8-230 7.2% 0-214 0.6% 26% False False 361,310
Crabel Price Patterns
NR True
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 0-076
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-012
2.618 123-212
1.618 122-262
1.000 122-095
0.618 121-312
HIGH 121-145
0.618 121-042
0.500 121-010
0.382 120-298
LOW 120-195
0.618 120-028
1.000 119-245
1.618 119-078
2.618 118-128
4.250 117-008
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 121-010 120-241
PP 120-305 120-227
S1 120-280 120-212

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

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