ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 118-185 119-005 0-140 0.4% 118-150
High 119-075 119-050 -0-025 -0.1% 119-075
Low 118-160 118-210 0-050 0.1% 118-070
Close 119-005 119-020 0-015 0.0% 119-020
Range 0-235 0-160 -0-075 -31.9% 1-005
ATR 0-257 0-250 -0-007 -2.7% 0-000
Volume 1,232,699 821,577 -411,122 -33.4% 5,287,771
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-147 120-083 119-108
R3 119-307 119-243 119-064
R2 119-147 119-147 119-049
R1 119-083 119-083 119-035 119-115
PP 118-307 118-307 118-307 119-002
S1 118-243 118-243 119-005 118-275
S2 118-147 118-147 118-311
S3 117-307 118-083 118-296
S4 117-147 117-243 118-252
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-283 121-157 119-199
R3 120-278 120-152 119-109
R2 119-273 119-273 119-080
R1 119-147 119-147 119-050 119-210
PP 118-268 118-268 118-268 118-300
S1 118-142 118-142 118-310 118-205
S2 117-263 117-263 118-280
S3 116-258 117-137 118-251
S4 115-253 116-132 118-161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-075 118-070 1-005 0.9% 0-183 0.5% 83% False False 1,057,554
10 119-075 117-220 1-175 1.3% 0-215 0.6% 89% False False 1,111,533
20 121-145 117-220 3-245 3.2% 0-250 0.7% 37% False False 1,142,443
40 121-155 117-220 3-255 3.2% 0-267 0.7% 36% False False 999,674
60 124-200 117-220 6-300 5.8% 0-296 0.8% 20% False False 986,117
80 127-080 117-220 9-180 8.0% 0-290 0.8% 14% False False 744,783
100 127-080 117-220 9-180 8.0% 0-264 0.7% 14% False False 596,144
120 127-080 117-220 9-180 8.0% 0-241 0.6% 14% False False 496,804
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-090
2.618 120-149
1.618 119-309
1.000 119-210
0.618 119-149
HIGH 119-050
0.618 118-309
0.500 118-290
0.382 118-271
LOW 118-210
0.618 118-111
1.000 118-050
1.618 117-271
2.618 117-111
4.250 116-170
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 119-003 118-311
PP 118-307 118-282
S1 118-290 118-252

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

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