ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 117-280 118-130 0-170 0.5% 121-100
High 118-220 118-225 0-005 0.0% 121-145
Low 117-220 118-005 0-105 0.3% 118-125
Close 118-185 118-040 -0-145 -0.4% 118-185
Range 1-000 0-220 -0-100 -31.3% 3-020
ATR 0-286 0-281 -0-005 -1.7% 0-000
Volume 1,405,762 1,243,386 -162,376 -11.6% 6,104,672
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-110 119-295 118-161
R3 119-210 119-075 118-100
R2 118-310 118-310 118-080
R1 118-175 118-175 118-060 118-132
PP 118-090 118-090 118-090 118-069
S1 117-275 117-275 118-020 117-232
S2 117-190 117-190 118-000
S3 116-290 117-055 117-300
S4 116-070 116-155 117-239
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
5 119-225 117-220 2-005 1.7% 0-282 0.7% 22% False False 1,244,931
10 121-145 117-220 3-245 3.2% 0-287 0.8% 12% False False 1,207,735
20 121-155 117-220 3-255 3.2% 0-272 0.7% 12% False False 1,158,609
40 121-155 117-220 3-255 3.2% 0-282 0.7% 12% False False 958,845
60 124-300 117-220 7-080 6.1% 0-302 0.8% 6% False False 882,622
80 127-080 117-220 9-180 8.1% 0-288 0.8% 5% False False 663,903
100 127-080 117-220 9-180 8.1% 0-266 0.7% 5% False False 531,280
120 127-080 117-220 9-180 8.1% 0-232 0.6% 5% False False 442,737
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-200
2.618 120-161
1.618 119-261
1.000 119-125
0.618 119-041
HIGH 118-225
0.618 118-141
0.500 118-115
0.382 118-089
LOW 118-005
0.618 117-189
1.000 117-105
1.618 116-289
2.618 116-069
4.250 115-030
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 118-115 118-068
PP 118-090 118-058
S1 118-065 118-049

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

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