ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 120-265 120-105 -0-160 -0.4% 120-050
High 120-280 120-225 -0-055 -0.1% 121-100
Low 120-020 119-225 -0-115 -0.3% 119-280
Close 120-095 119-285 -0-130 -0.3% 121-050
Range 0-260 1-000 0-060 23.1% 1-140
ATR 0-283 0-285 0-003 0.9% 0-000
Volume 1,078,559 1,141,970 63,411 5.9% 5,628,858
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 123-032 122-158 120-141
R3 122-032 121-158 120-053
R2 121-032 121-032 120-024
R1 120-158 120-158 119-314 120-095
PP 120-032 120-032 120-032 120-000
S1 119-158 119-158 119-256 119-095
S2 119-032 119-032 119-226
S3 118-032 118-158 119-197
S4 117-032 117-158 119-109
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
5 121-145 119-225 1-240 1.5% 0-297 0.8% 11% False True 1,161,218
10 121-145 119-220 1-245 1.5% 0-276 0.7% 12% False False 1,120,109
20 121-155 119-045 2-110 2.0% 0-275 0.7% 32% False False 1,107,914
40 123-100 118-170 4-250 4.0% 0-310 0.8% 28% False False 953,525
60 126-260 118-170 8-090 6.9% 0-308 0.8% 16% False False 758,136
80 127-080 118-170 8-230 7.3% 0-281 0.7% 16% False False 569,680
100 127-080 118-170 8-230 7.3% 0-254 0.7% 16% False False 455,774
120 127-080 118-170 8-230 7.3% 0-218 0.6% 16% False False 379,815
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 0-069
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-305
2.618 123-103
1.618 122-103
1.000 121-225
0.618 121-103
HIGH 120-225
0.618 120-103
0.500 120-065
0.382 120-027
LOW 119-225
0.618 119-027
1.000 118-225
1.618 118-027
2.618 117-027
4.250 115-145
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 120-065 120-185
PP 120-032 120-112
S1 119-318 120-038

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

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