ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 119-150 118-200 -0-270 -0.7% 119-220
High 119-220 118-310 -0-230 -0.6% 120-010
Low 118-150 118-170 0-020 0.1% 118-150
Close 118-180 118-300 0-120 0.3% 118-300
Range 1-070 0-140 -0-250 -64.1% 1-180
ATR
Volume 1,505 566 -939 -62.4% 4,869
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 120-040 119-310 119-057
R3 119-220 119-170 119-018
R2 119-080 119-080 119-006
R1 119-030 119-030 118-313 119-055
PP 118-260 118-260 118-260 118-272
S1 118-210 118-210 118-287 118-235
S2 118-120 118-120 118-274
S3 117-300 118-070 118-262
S4 117-160 117-250 118-223
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-267 122-303 119-255
R3 122-087 121-123 119-118
R2 120-227 120-227 119-072
R1 119-263 119-263 119-026 119-155
PP 119-047 119-047 119-047 118-312
S1 118-083 118-083 118-254 117-295
S2 117-187 117-187 118-208
S3 116-007 116-223 118-162
S4 114-147 115-043 118-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 118-150 1-190 1.3% 0-198 0.5% 29% False False 976
10 120-020 118-150 1-190 1.3% 0-194 0.5% 29% False False 812
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-265
2.618 120-037
1.618 119-217
1.000 119-130
0.618 119-077
HIGH 118-310
0.618 118-257
0.500 118-240
0.382 118-223
LOW 118-170
0.618 118-083
1.000 118-030
1.618 117-263
2.618 117-123
4.250 116-215
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 118-280 119-025
PP 118-260 119-010
S1 118-240 118-315

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

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