ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 119-255 119-310 0-055 0.1% 119-005
High 120-115 120-085 -0-030 -0.1% 120-115
Low 119-250 119-255 0-005 0.0% 119-000
Close 120-015 120-055 0-040 0.1% 120-055
Range 0-185 0-150 -0-035 -18.9% 1-115
ATR 0-247 0-240 -0-007 -2.8% 0-000
Volume 1,868,295 1,147,091 -721,204 -38.6% 4,647,726
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-155 121-095 120-138
R3 121-005 120-265 120-096
R2 120-175 120-175 120-082
R1 120-115 120-115 120-069 120-145
PP 120-025 120-025 120-025 120-040
S1 119-285 119-285 120-041 119-315
S2 119-195 119-195 120-028
S3 119-045 119-135 120-014
S4 118-215 118-305 119-292
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 123-295 123-130 120-294
R3 122-180 122-015 120-175
R2 121-065 121-065 120-135
R1 120-220 120-220 120-095 120-302
PP 119-270 119-270 119-270 119-311
S1 119-105 119-105 120-015 119-188
S2 118-155 118-155 119-295
S3 117-040 117-310 119-255
S4 115-245 116-195 119-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-115 118-210 1-225 1.4% 0-207 0.5% 89% False False 1,093,860
10 120-115 118-050 2-065 1.8% 0-204 0.5% 91% False False 1,113,579
20 121-145 117-220 3-245 3.1% 0-245 0.6% 66% False False 1,160,657
40 121-155 117-220 3-255 3.2% 0-252 0.7% 65% False False 1,075,016
60 124-050 117-220 6-150 5.4% 0-292 0.8% 38% False False 1,026,041
80 127-080 117-220 9-180 8.0% 0-291 0.8% 26% False False 802,713
100 127-080 117-220 9-180 8.0% 0-268 0.7% 26% False False 642,613
120 127-080 117-220 9-180 8.0% 0-245 0.6% 26% False False 535,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122-082
2.618 121-158
1.618 121-008
1.000 120-235
0.618 120-178
HIGH 120-085
0.618 120-028
0.500 120-010
0.382 119-312
LOW 119-255
0.618 119-162
1.000 119-105
1.618 119-012
2.618 118-182
4.250 117-258
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 120-040 120-042
PP 120-025 120-030
S1 120-010 120-018

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

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