ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 119-295 119-225 -0-070 -0.2% 120-090
High 120-040 120-160 0-120 0.3% 120-230
Low 119-210 119-225 0-015 0.0% 118-315
Close 119-245 120-100 0-175 0.5% 120-000
Range 0-150 0-255 0-105 70.0% 1-235
ATR 0-236 0-237 0-001 0.6% 0-000
Volume 18,159 11,604 -6,555 -36.1% 778,857
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-180 122-075 120-240
R3 121-245 121-140 120-170
R2 120-310 120-310 120-147
R1 120-205 120-205 120-123 120-258
PP 120-055 120-055 120-055 120-081
S1 119-270 119-270 120-077 120-002
S2 119-120 119-120 120-053
S3 118-185 119-015 120-030
S4 117-250 118-080 119-280
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
5 120-160 118-315 1-165 1.3% 0-249 0.6% 88% True False 36,994
10 120-230 118-315 1-235 1.4% 0-218 0.6% 77% False False 385,576
20 120-230 117-220 3-010 2.5% 0-221 0.6% 87% False False 731,266
40 121-155 117-220 3-255 3.2% 0-244 0.6% 69% False False 930,110
60 121-155 117-220 3-255 3.2% 0-269 0.7% 69% False False 875,809
80 126-060 117-220 8-160 7.1% 0-287 0.7% 31% False False 811,956
100 127-080 117-220 9-180 7.9% 0-274 0.7% 27% False False 650,985
120 127-080 117-220 9-180 7.9% 0-255 0.7% 27% False False 542,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-054
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-284
2.618 122-188
1.618 121-253
1.000 121-095
0.618 120-318
HIGH 120-160
0.618 120-063
0.500 120-032
0.382 120-002
LOW 119-225
0.618 119-067
1.000 118-290
1.618 118-132
2.618 117-197
4.250 116-101
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 120-078 120-072
PP 120-055 120-043
S1 120-032 120-015

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

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