ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 121-200 121-270 0-070 0.2% 119-275
High 122-225 123-025 0-120 0.3% 121-135
Low 121-170 121-155 -0-015 0.0% 119-190
Close 121-195 122-150 0-275 0.7% 121-000
Range 1-055 1-190 0-135 36.0% 1-265
ATR 0-248 0-267 0-019 7.5% 0-000
Volume 3,813 8,413 4,600 120.6% 98,993
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 127-040 126-125 123-110
R3 125-170 124-255 122-290
R2 123-300 123-300 122-244
R1 123-065 123-065 122-197 123-182
PP 122-110 122-110 122-110 122-169
S1 121-195 121-195 122-103 121-312
S2 120-240 120-240 122-056
S3 119-050 120-005 122-010
S4 117-180 118-135 121-190
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
5 123-025 120-090 2-255 2.3% 1-002 0.8% 78% True False 11,740
10 123-025 118-315 4-030 3.3% 0-286 0.7% 85% True False 24,367
20 123-025 118-110 4-235 3.9% 0-246 0.6% 87% True False 449,723
40 123-025 117-220 5-125 4.4% 0-252 0.6% 89% True False 792,780
60 123-025 117-220 5-125 4.4% 0-262 0.7% 89% True False 788,998
80 124-300 117-220 7-080 5.9% 0-286 0.7% 66% False False 811,579
100 127-080 117-220 9-180 7.8% 0-281 0.7% 50% False False 651,342
120 127-080 117-220 9-180 7.8% 0-261 0.7% 50% False False 543,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 129-272
2.618 127-080
1.618 125-210
1.000 124-215
0.618 124-020
HIGH 123-025
0.618 122-150
0.500 122-090
0.382 122-030
LOW 121-155
0.618 120-160
1.000 119-285
1.618 118-290
2.618 117-100
4.250 114-228
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 122-130 122-099
PP 122-110 122-048
S1 122-090 121-318

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

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