ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 119-110 118-195 -0-235 -0.6% 121-100
High 119-225 118-225 -1-000 -0.8% 121-145
Low 118-125 118-070 -0-055 -0.1% 118-125
Close 118-185 118-195 0-010 0.0% 118-185
Range 1-100 0-155 -0-265 -63.1% 3-020
ATR 0-293 0-283 -0-010 -3.4% 0-000
Volume 1,597,389 909,243 -688,146 -43.1% 6,104,672
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-308 119-247 118-280
R3 119-153 119-092 118-238
R2 118-318 118-318 118-223
R1 118-257 118-257 118-209 118-272
PP 118-163 118-163 118-163 118-171
S1 118-102 118-102 118-181 118-118
S2 118-008 118-008 118-167
S3 117-173 117-267 118-152
S4 117-018 117-112 118-110
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 128-212 126-218 120-084
R3 125-192 123-198 119-134
R2 122-172 122-172 119-045
R1 120-178 120-178 118-275 120-005
PP 119-152 119-152 119-152 119-065
S1 117-158 117-158 118-095 116-305
S2 116-132 116-132 118-005
S3 113-112 114-138 117-236
S4 110-092 111-118 116-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-280 118-070 2-210 2.2% 0-281 0.7% 15% False True 1,210,626
10 121-145 118-070 3-075 2.7% 0-282 0.7% 12% False True 1,191,346
20 121-155 118-070 3-085 2.8% 0-259 0.7% 12% False True 1,113,584
40 121-155 118-070 3-085 2.8% 0-296 0.8% 12% False True 941,785
60 126-110 118-070 8-040 6.9% 0-308 0.8% 5% False True 821,298
80 127-080 118-070 9-010 7.6% 0-287 0.8% 4% False True 617,563
100 127-080 118-070 9-010 7.6% 0-260 0.7% 4% False True 494,100
120 127-080 118-070 9-010 7.6% 0-225 0.6% 4% False True 411,753
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-066
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 120-244
2.618 119-311
1.618 119-156
1.000 119-060
0.618 119-001
HIGH 118-225
0.618 118-166
0.500 118-148
0.382 118-129
LOW 118-070
0.618 117-294
1.000 117-235
1.618 117-139
2.618 116-304
4.250 116-051
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 118-179 119-032
PP 118-163 118-300
S1 118-148 118-248

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

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