ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 121-010 121-200 0-190 0.5% 119-275
High 121-215 122-225 1-010 0.8% 121-135
Low 120-290 121-170 0-200 0.5% 119-190
Close 121-165 121-195 0-030 0.1% 121-000
Range 0-245 1-055 0-130 53.1% 1-265
ATR 0-238 0-248 0-010 4.3% 0-000
Volume 9,008 3,813 -5,195 -57.7% 98,993
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 125-148 124-227 122-081
R3 124-093 123-172 121-298
R2 123-038 123-038 121-264
R1 122-117 122-117 121-229 122-050
PP 121-303 121-303 121-303 121-270
S1 121-062 121-062 121-161 120-315
S2 120-248 120-248 121-126
S3 119-193 120-007 121-092
S4 118-138 118-272 120-309
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
5 122-225 119-225 3-000 2.5% 0-271 0.7% 64% True False 12,378
10 122-225 118-315 3-230 3.1% 0-259 0.7% 71% True False 32,747
20 122-225 118-070 4-155 3.7% 0-229 0.6% 76% True False 502,129
40 122-225 117-220 5-005 4.1% 0-248 0.6% 78% True False 820,665
60 122-225 117-220 5-005 4.1% 0-259 0.7% 78% True False 801,723
80 124-300 117-220 7-080 6.0% 0-283 0.7% 54% False False 811,817
100 127-080 117-220 9-180 7.9% 0-277 0.7% 41% False False 651,294
120 127-080 117-220 9-180 7.9% 0-258 0.7% 41% False False 542,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 127-219
2.618 125-247
1.618 124-192
1.000 123-280
0.618 123-137
HIGH 122-225
0.618 122-082
0.500 122-038
0.382 121-313
LOW 121-170
0.618 120-258
1.000 120-115
1.618 119-203
2.618 118-148
4.250 116-176
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 122-038 121-240
PP 121-303 121-225
S1 121-249 121-210

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

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