ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 122-290 122-010 -0-280 -0.7% 121-010
High 122-290 122-100 -0-190 -0.5% 123-025
Low 121-260 121-215 -0-045 -0.1% 120-290
Close 122-050 121-305 -0-065 -0.2% 121-305
Range 1-030 0-205 -0-145 -41.4% 2-055
ATR 0-273 0-268 -0-005 -1.8% 0-000
Volume 4,952 2,240 -2,712 -54.8% 28,426
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 123-288 123-182 122-098
R3 123-083 122-297 122-041
R2 122-198 122-198 122-023
R1 122-092 122-092 122-004 122-042
PP 121-313 121-313 121-313 121-289
S1 121-207 121-207 121-286 121-158
S2 121-108 121-108 121-267
S3 120-223 121-002 121-249
S4 120-018 120-117 121-192
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 128-158 127-127 123-047
R3 126-103 125-072 122-176
R2 124-048 124-048 122-112
R1 123-017 123-017 122-049 123-192
PP 121-313 121-313 121-313 122-081
S1 120-282 120-282 121-241 121-138
S2 119-258 119-258 121-178
S3 117-203 118-227 121-114
S4 115-148 116-172 120-243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-025 120-290 2-055 1.8% 1-017 0.9% 48% False False 5,685
10 123-025 119-190 3-155 2.9% 0-278 0.7% 68% False False 12,741
20 123-025 118-210 4-135 3.6% 0-252 0.6% 75% False False 318,778
40 123-025 117-220 5-125 4.4% 0-252 0.6% 79% False False 735,297
60 123-025 117-220 5-125 4.4% 0-263 0.7% 79% False False 766,997
80 124-300 117-220 7-080 5.9% 0-286 0.7% 59% False False 810,610
100 127-080 117-220 9-180 7.8% 0-283 0.7% 45% False False 651,377
120 127-080 117-220 9-180 7.8% 0-263 0.7% 45% False False 543,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-049
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-011
2.618 123-317
1.618 123-112
1.000 122-305
0.618 122-227
HIGH 122-100
0.618 122-022
0.500 121-318
0.382 121-293
LOW 121-215
0.618 121-088
1.000 121-010
1.618 120-203
2.618 119-318
4.250 118-304
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 121-318 122-090
PP 121-313 122-055
S1 121-309 122-020

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

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