ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 121-270 122-290 1-020 0.9% 119-275
High 123-025 122-290 -0-055 -0.1% 121-135
Low 121-155 121-260 0-105 0.3% 119-190
Close 122-150 122-050 -0-100 -0.3% 121-000
Range 1-190 1-030 -0-160 -31.4% 1-265
ATR 0-267 0-273 0-006 2.2% 0-000
Volume 8,413 4,952 -3,461 -41.1% 98,993
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 125-183 124-307 122-242
R3 124-153 123-277 122-146
R2 123-123 123-123 122-114
R1 122-247 122-247 122-082 122-170
PP 122-093 122-093 122-093 122-055
S1 121-217 121-217 122-018 121-140
S2 121-063 121-063 121-306
S3 120-033 120-187 121-274
S4 119-003 119-157 121-178
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
5 123-025 120-255 2-090 1.9% 1-016 0.9% 60% False False 9,296
10 123-025 118-315 4-030 3.4% 0-292 0.7% 77% False False 17,010
20 123-025 118-160 4-185 3.7% 0-254 0.6% 80% False False 380,301
40 123-025 117-220 5-125 4.4% 0-257 0.7% 83% False False 769,788
60 123-025 117-220 5-125 4.4% 0-263 0.7% 83% False False 777,214
80 124-300 117-220 7-080 5.9% 0-288 0.7% 62% False False 810,947
100 127-080 117-220 9-180 7.8% 0-283 0.7% 47% False False 651,375
120 127-080 117-220 9-180 7.8% 0-263 0.7% 47% False False 543,062
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-178
2.618 125-246
1.618 124-216
1.000 124-000
0.618 123-186
HIGH 122-290
0.618 122-156
0.500 122-115
0.382 122-074
LOW 121-260
0.618 121-044
1.000 120-230
1.618 120-014
2.618 118-304
4.250 117-052
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 122-115 122-090
PP 122-093 122-077
S1 122-072 122-063

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

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