ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 120-095 120-315 0-220 0.6% 119-275
High 121-050 121-135 0-085 0.2% 121-135
Low 120-090 120-255 0-165 0.4% 119-190
Close 120-305 121-000 0-015 0.0% 121-000
Range 0-280 0-200 -0-080 -28.6% 1-265
ATR 0-240 0-237 -0-003 -1.2% 0-000
Volume 17,172 20,296 3,124 18.2% 98,993
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-303 122-192 121-110
R3 122-103 121-312 121-055
R2 121-223 121-223 121-037
R1 121-112 121-112 121-018 121-168
PP 121-023 121-023 121-023 121-051
S1 120-232 120-232 120-302 120-288
S2 120-143 120-143 120-283
S3 119-263 120-032 120-265
S4 119-063 119-152 120-210
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 126-050 125-130 122-002
R3 124-105 123-185 121-161
R2 122-160 122-160 121-107
R1 121-240 121-240 121-054 122-040
PP 120-215 120-215 120-215 120-275
S1 119-295 119-295 120-266 120-095
S2 118-270 118-270 120-213
S3 117-005 118-030 120-159
S4 115-060 116-085 119-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-135 119-190 1-265 1.5% 0-219 0.6% 77% True False 19,798
10 121-135 118-315 2-140 2.0% 0-232 0.6% 83% True False 87,785
20 121-135 118-050 3-085 2.7% 0-218 0.6% 87% True False 600,682
40 121-155 117-220 3-255 3.1% 0-245 0.6% 87% False False 879,646
60 121-155 117-220 3-255 3.1% 0-260 0.7% 87% False False 839,458
80 124-300 117-220 7-080 6.0% 0-281 0.7% 46% False False 812,137
100 127-080 117-220 9-180 7.9% 0-274 0.7% 35% False False 651,258
120 127-080 117-220 9-180 7.9% 0-258 0.7% 35% False False 542,847
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-055
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-025
2.618 123-019
1.618 122-139
1.000 122-015
0.618 121-259
HIGH 121-135
0.618 121-059
0.500 121-035
0.382 121-011
LOW 120-255
0.618 120-131
1.000 120-055
1.618 119-251
2.618 119-051
4.250 118-045
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 121-035 120-273
PP 121-023 120-227
S1 121-012 120-180

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

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