ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 118-220 118-185 -0-035 -0.1% 118-195
High 118-300 119-075 0-095 0.2% 118-295
Low 118-110 118-160 0-050 0.1% 117-220
Close 118-190 119-005 0-135 0.4% 118-160
Range 0-190 0-235 0-045 23.7% 1-075
ATR 0-259 0-257 -0-002 -0.7% 0-000
Volume 1,393,391 1,232,699 -160,692 -11.5% 5,827,565
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-038 120-257 119-134
R3 120-123 120-022 119-070
R2 119-208 119-208 119-048
R1 119-107 119-107 119-027 119-158
PP 118-293 118-293 118-293 118-319
S1 118-192 118-192 118-303 118-242
S2 118-058 118-058 118-282
S3 117-143 117-277 118-260
S4 116-228 117-042 118-196
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
5 119-075 118-050 1-025 0.9% 0-200 0.5% 80% True False 1,133,298
10 119-225 117-220 2-005 1.7% 0-241 0.6% 66% False False 1,189,114
20 121-145 117-220 3-245 3.2% 0-251 0.7% 35% False False 1,151,816
40 121-155 117-220 3-255 3.2% 0-268 0.7% 35% False False 991,106
60 124-300 117-220 7-080 6.1% 0-298 0.8% 18% False False 974,553
80 127-080 117-220 9-180 8.0% 0-291 0.8% 14% False False 734,526
100 127-080 117-220 9-180 8.0% 0-265 0.7% 14% False False 587,929
120 127-080 117-220 9-180 8.0% 0-240 0.6% 14% False False 489,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-059
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-114
2.618 121-050
1.618 120-135
1.000 119-310
0.618 119-220
HIGH 119-075
0.618 118-305
0.500 118-278
0.382 118-250
LOW 118-160
0.618 118-015
1.000 117-245
1.618 117-100
2.618 116-185
4.250 115-121
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 118-309 118-294
PP 118-293 118-263
S1 118-278 118-232

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

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