ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 120-315 121-010 0-015 0.0% 119-275
High 121-135 121-215 0-080 0.2% 121-135
Low 120-255 120-290 0-035 0.1% 119-190
Close 121-000 121-165 0-165 0.4% 121-000
Range 0-200 0-245 0-045 22.5% 1-265
ATR 0-237 0-238 0-001 0.2% 0-000
Volume 20,296 9,008 -11,288 -55.6% 98,993
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 123-212 123-113 121-300
R3 122-287 122-188 121-232
R2 122-042 122-042 121-210
R1 121-263 121-263 121-187 121-312
PP 121-117 121-117 121-117 121-141
S1 121-018 121-018 121-143 121-068
S2 120-192 120-192 121-120
S3 119-267 120-093 121-098
S4 119-022 119-168 121-030
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
5 121-215 119-210 2-005 1.7% 0-226 0.6% 92% True False 15,247
10 121-215 118-315 2-220 2.2% 0-246 0.6% 94% True False 54,597
20 121-215 118-070 3-145 2.8% 0-218 0.6% 95% True False 541,117
40 121-215 117-220 3-315 3.3% 0-244 0.6% 96% True False 848,024
60 121-215 117-220 3-315 3.3% 0-258 0.7% 96% True False 819,938
80 124-300 117-220 7-080 6.0% 0-280 0.7% 53% False False 812,099
100 127-080 117-220 9-180 7.9% 0-275 0.7% 40% False False 651,313
120 127-080 117-220 9-180 7.9% 0-256 0.7% 40% False False 542,922
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 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-296
2.618 123-216
1.618 122-291
1.000 122-140
0.618 122-046
HIGH 121-215
0.618 121-121
0.500 121-092
0.382 121-064
LOW 120-290
0.618 120-139
1.000 120-045
1.618 119-214
2.618 118-289
4.250 117-209
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 121-141 121-108
PP 121-117 121-050
S1 121-092 120-312

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

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