ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 119-310 120-090 0-100 0.3% 119-005
High 120-085 120-165 0-080 0.2% 120-115
Low 119-255 120-060 0-125 0.3% 119-000
Close 120-055 120-110 0-055 0.1% 120-055
Range 0-150 0-105 -0-045 -30.0% 1-115
ATR 0-240 0-231 -0-009 -3.9% 0-000
Volume 1,147,091 340,882 -806,209 -70.3% 4,647,726
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-107 121-053 120-168
R3 121-002 120-268 120-139
R2 120-217 120-217 120-129
R1 120-163 120-163 120-120 120-190
PP 120-112 120-112 120-112 120-125
S1 120-058 120-058 120-100 120-085
S2 120-007 120-007 120-091
S3 119-222 119-273 120-081
S4 119-117 119-168 120-052
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
5 120-165 119-000 1-165 1.3% 0-196 0.5% 89% True False 997,721
10 120-165 118-070 2-095 1.9% 0-190 0.5% 93% True False 1,027,637
20 121-145 117-220 3-245 3.1% 0-232 0.6% 71% False False 1,110,430
40 121-155 117-220 3-255 3.2% 0-249 0.6% 70% False False 1,072,708
60 123-150 117-220 5-250 4.8% 0-285 0.7% 46% False False 1,012,662
80 127-080 117-220 9-180 7.9% 0-291 0.8% 28% False False 806,938
100 127-080 117-220 9-180 7.9% 0-268 0.7% 28% False False 646,021
120 127-080 117-220 9-180 7.9% 0-245 0.6% 28% False False 538,375
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 121-291
2.618 121-120
1.618 121-015
1.000 120-270
0.618 120-230
HIGH 120-165
0.618 120-125
0.500 120-112
0.382 120-100
LOW 120-060
0.618 119-315
1.000 119-275
1.618 119-210
2.618 119-105
4.250 118-254
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 120-112 120-089
PP 120-112 120-068
S1 120-111 120-048

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.