ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 119-225 120-095 0-190 0.5% 120-090
High 120-160 121-050 0-210 0.5% 120-230
Low 119-225 120-090 0-185 0.5% 118-315
Close 120-100 120-305 0-205 0.5% 120-000
Range 0-255 0-280 0-025 9.8% 1-235
ATR 0-237 0-240 0-003 1.3% 0-000
Volume 11,604 17,172 5,568 48.0% 778,857
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 123-135 123-020 121-139
R3 122-175 122-060 121-062
R2 121-215 121-215 121-036
R1 121-100 121-100 121-011 121-158
PP 120-255 120-255 120-255 120-284
S1 120-140 120-140 120-279 120-198
S2 119-295 119-295 120-254
S3 119-015 119-180 120-228
S4 118-055 118-220 120-151
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
5 121-050 118-315 2-055 1.8% 0-249 0.6% 91% True False 24,724
10 121-050 118-315 2-055 1.8% 0-228 0.6% 91% True False 200,464
20 121-050 118-005 3-045 2.6% 0-219 0.6% 94% True False 661,836
40 121-155 117-220 3-255 3.1% 0-245 0.6% 86% False False 905,696
60 121-155 117-220 3-255 3.1% 0-266 0.7% 86% False False 859,706
80 124-310 117-220 7-090 6.0% 0-284 0.7% 45% False False 812,154
100 127-080 117-220 9-180 7.9% 0-274 0.7% 34% False False 651,125
120 127-080 117-220 9-180 7.9% 0-257 0.7% 34% False False 542,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 124-280
2.618 123-143
1.618 122-183
1.000 122-010
0.618 121-223
HIGH 121-050
0.618 120-263
0.500 120-230
0.382 120-197
LOW 120-090
0.618 119-237
1.000 119-130
1.618 118-277
2.618 117-317
4.250 116-180
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 120-280 120-247
PP 120-255 120-188
S1 120-230 120-130

Download as Excel Spreadsheet

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

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