ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 119-005 119-005 0-000 0.0% 118-150
High 119-050 120-050 1-000 0.8% 119-075
Low 118-210 119-000 0-110 0.3% 118-070
Close 119-020 120-035 1-015 0.9% 119-020
Range 0-160 1-050 0-210 131.3% 1-005
ATR 0-250 0-259 0-009 3.4% 0-000
Volume 821,577 0 -821,577 -100.0% 5,287,771
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 123-072 122-263 120-238
R3 122-022 121-213 120-137
R2 120-292 120-292 120-103
R1 120-163 120-163 120-069 120-228
PP 119-242 119-242 119-242 119-274
S1 119-113 119-113 120-001 119-178
S2 118-192 118-192 119-287
S3 117-142 118-063 119-253
S4 116-092 117-013 119-152
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
5 120-050 118-070 1-300 1.6% 0-227 0.6% 98% True False 900,838
10 120-050 117-220 2-150 2.1% 0-236 0.6% 98% True False 1,020,609
20 121-145 117-220 3-245 3.1% 0-260 0.7% 64% False False 1,105,978
40 121-155 117-220 3-255 3.2% 0-272 0.7% 64% False False 991,779
60 124-180 117-220 6-280 5.7% 0-295 0.8% 35% False False 978,439
80 127-080 117-220 9-180 8.0% 0-292 0.8% 25% False False 744,757
100 127-080 117-220 9-180 8.0% 0-268 0.7% 25% False False 596,141
120 127-080 117-220 9-180 8.0% 0-244 0.6% 25% False False 496,804
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 125-022
2.618 123-059
1.618 122-009
1.000 121-100
0.618 120-279
HIGH 120-050
0.618 119-229
0.500 119-185
0.382 119-141
LOW 119-000
0.618 118-091
1.000 117-270
1.618 117-041
2.618 115-311
4.250 114-028
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 119-298 119-272
PP 119-242 119-188
S1 119-185 119-105

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

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