ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 120-175 119-315 -0-180 -0.5% 119-005
High 120-230 120-030 -0-200 -0.5% 120-115
Low 119-305 119-070 -0-235 -0.6% 119-000
Close 120-020 119-075 -0-265 -0.7% 120-055
Range 0-245 0-280 0-035 14.3% 1-115
ATR 0-233 0-237 0-003 1.4% 0-000
Volume 92,213 78,521 -13,692 -14.8% 4,647,726
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-045 121-180 119-229
R3 121-085 120-220 119-152
R2 120-125 120-125 119-126
R1 119-260 119-260 119-101 119-212
PP 119-165 119-165 119-165 119-141
S1 118-300 118-300 119-049 118-252
S2 118-205 118-205 119-024
S3 117-245 118-020 118-318
S4 116-285 117-060 118-241
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
5 120-230 119-070 1-160 1.3% 0-206 0.5% 1% False True 376,204
10 120-230 118-160 2-070 1.9% 0-215 0.6% 33% False False 743,593
20 120-230 117-220 3-010 2.5% 0-229 0.6% 51% False False 971,017
40 121-155 117-220 3-255 3.2% 0-252 0.7% 41% False False 1,039,465
60 123-100 117-220 5-200 4.7% 0-283 0.7% 28% False False 959,356
80 126-260 117-220 9-040 7.7% 0-288 0.8% 17% False False 811,356
100 127-080 117-220 9-180 8.0% 0-271 0.7% 16% False False 649,947
120 127-080 117-220 9-180 8.0% 0-250 0.7% 16% False False 541,648
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 0-044
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-260
2.618 122-123
1.618 121-163
1.000 120-310
0.618 120-203
HIGH 120-030
0.618 119-243
0.500 119-210
0.382 119-177
LOW 119-070
0.618 118-217
1.000 118-110
1.618 117-257
2.618 116-297
4.250 115-160
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 119-210 119-310
PP 119-165 119-232
S1 119-120 119-153

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

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