ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 118-160 118-220 0-060 0.2% 118-195
High 118-250 118-300 0-050 0.1% 118-295
Low 118-070 118-110 0-040 0.1% 117-220
Close 118-205 118-190 -0-015 0.0% 118-160
Range 0-180 0-190 0-010 5.6% 1-075
ATR 0-264 0-259 -0-005 -2.0% 0-000
Volume 1,056,525 1,393,391 336,866 31.9% 5,827,565
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-130 120-030 118-294
R3 119-260 119-160 118-242
R2 119-070 119-070 118-225
R1 118-290 118-290 118-207 118-245
PP 118-200 118-200 118-200 118-178
S1 118-100 118-100 118-173 118-055
S2 118-010 118-010 118-155
S3 117-140 117-230 118-138
S4 116-270 117-040 118-086
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 122-023 121-167 119-057
R3 120-268 120-092 118-269
R2 119-193 119-193 118-232
R1 119-017 119-017 118-196 118-228
PP 118-118 118-118 118-118 118-064
S1 117-262 117-262 118-124 117-152
S2 117-043 117-043 118-088
S3 115-288 116-187 118-051
S4 114-213 115-112 117-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-300 118-005 0-295 0.8% 0-197 0.5% 63% True False 1,135,436
10 119-315 117-220 2-095 1.9% 0-242 0.6% 39% False False 1,198,442
20 121-145 117-220 3-245 3.2% 0-260 0.7% 24% False False 1,159,275
40 121-155 117-220 3-255 3.2% 0-267 0.7% 24% False False 975,670
60 124-300 117-220 7-080 6.1% 0-300 0.8% 13% False False 954,495
80 127-080 117-220 9-180 8.1% 0-290 0.8% 9% False False 719,143
100 127-080 117-220 9-180 8.1% 0-264 0.7% 9% False False 575,614
120 127-080 117-220 9-180 8.1% 0-238 0.6% 9% False False 479,685
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-059
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-148
2.618 120-157
1.618 119-287
1.000 119-170
0.618 119-097
HIGH 118-300
0.618 118-227
0.500 118-205
0.382 118-183
LOW 118-110
0.618 117-313
1.000 117-240
1.618 117-123
2.618 116-253
4.250 115-262
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 118-205 118-188
PP 118-200 118-187
S1 118-195 118-185

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

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