ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 119-105 119-275 0-170 0.4% 120-090
High 120-025 120-080 0-055 0.1% 120-230
Low 118-315 119-190 0-195 0.5% 118-315
Close 120-000 120-010 0-010 0.0% 120-000
Range 1-030 0-210 -0-140 -40.0% 1-235
ATR 0-245 0-242 -0-002 -1.0% 0-000
Volume 44,927 31,762 -13,165 -29.3% 778,857
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-297 121-203 120-126
R3 121-087 120-313 120-068
R2 120-197 120-197 120-048
R1 120-103 120-103 120-029 120-150
PP 119-307 119-307 119-307 120-010
S1 119-213 119-213 119-311 119-260
S2 119-097 119-097 119-292
S3 118-207 119-003 119-272
S4 117-317 118-113 119-214
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 125-033 124-092 120-305
R3 123-118 122-177 120-153
R2 121-203 121-203 120-102
R1 120-262 120-262 120-051 120-115
PP 119-288 119-288 119-288 119-215
S1 119-027 119-027 119-269 118-200
S2 118-053 118-053 119-218
S3 116-138 117-112 119-167
S4 114-223 115-197 119-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-230 118-315 1-235 1.4% 0-267 0.7% 60% False False 93,947
10 120-230 118-315 1-235 1.4% 0-232 0.6% 60% False False 545,834
20 120-230 117-220 3-010 2.5% 0-223 0.6% 77% False False 828,684
40 121-155 117-220 3-255 3.2% 0-248 0.6% 62% False False 984,063
60 121-155 117-220 3-255 3.2% 0-274 0.7% 62% False False 909,609
80 126-110 117-220 8-210 7.2% 0-289 0.8% 27% False False 811,918
100 127-080 117-220 9-180 8.0% 0-274 0.7% 25% False False 650,709
120 127-080 117-220 9-180 8.0% 0-254 0.7% 25% False False 542,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-012
2.618 121-310
1.618 121-100
1.000 120-290
0.618 120-210
HIGH 120-080
0.618 120-000
0.500 119-295
0.382 119-270
LOW 119-190
0.618 119-060
1.000 118-300
1.618 118-170
2.618 117-280
4.250 116-258
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 119-318 119-286
PP 119-307 119-242
S1 119-295 119-198

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

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