ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 120-090 120-080 -0-010 0.0% 119-005
High 120-165 120-185 0-020 0.1% 120-115
Low 120-060 119-255 -0-125 -0.3% 119-000
Close 120-110 120-140 0-030 0.1% 120-055
Range 0-105 0-250 0-145 138.1% 1-115
ATR 0-231 0-232 0-001 0.6% 0-000
Volume 340,882 222,314 -118,568 -34.8% 4,647,726
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-197 122-098 120-278
R3 121-267 121-168 120-209
R2 121-017 121-017 120-186
R1 120-238 120-238 120-163 120-288
PP 120-087 120-087 120-087 120-111
S1 119-308 119-308 120-117 120-038
S2 119-157 119-157 120-094
S3 118-227 119-058 120-071
S4 117-297 118-128 120-002
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
5 120-185 119-240 0-265 0.7% 0-172 0.4% 83% True False 1,042,184
10 120-185 118-070 2-115 2.0% 0-200 0.5% 94% True False 971,511
20 120-280 117-220 3-060 2.6% 0-232 0.6% 86% False False 1,073,507
40 121-155 117-220 3-255 3.2% 0-251 0.7% 72% False False 1,073,678
60 123-150 117-220 5-250 4.8% 0-285 0.7% 48% False False 990,708
80 127-080 117-220 9-180 7.9% 0-290 0.8% 29% False False 809,679
100 127-080 117-220 9-180 7.9% 0-268 0.7% 29% False False 648,243
120 127-080 117-220 9-180 7.9% 0-247 0.6% 29% False False 540,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-288
2.618 122-200
1.618 121-270
1.000 121-115
0.618 121-020
HIGH 120-185
0.618 120-090
0.500 120-060
0.382 120-030
LOW 119-255
0.618 119-100
1.000 119-005
1.618 118-170
2.618 117-240
4.250 116-152
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 120-113 120-113
PP 120-087 120-087
S1 120-060 120-060

Download as Excel Spreadsheet

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

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