ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 118-200 118-260 0-060 0.2% 119-220
High 118-310 119-070 0-080 0.2% 120-010
Low 118-170 118-260 0-090 0.2% 118-150
Close 118-300 119-000 0-020 0.1% 118-300
Range 0-140 0-130 -0-010 -7.1% 1-180
ATR 0-000 0-199 0-199 0-000
Volume 566 1,280 714 126.1% 4,869
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 120-073 120-007 119-072
R3 119-263 119-197 119-036
R2 119-133 119-133 119-024
R1 119-067 119-067 119-012 119-100
PP 119-003 119-003 119-003 119-020
S1 118-257 118-257 118-308 118-290
S2 118-193 118-193 118-296
S3 118-063 118-127 118-284
S4 117-253 117-317 118-248
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
5 120-010 118-150 1-180 1.3% 0-204 0.5% 34% False False 1,229
10 120-020 118-150 1-190 1.3% 0-177 0.5% 33% False False 938
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-302
2.618 120-090
1.618 119-280
1.000 119-200
0.618 119-150
HIGH 119-070
0.618 119-020
0.500 119-005
0.382 118-310
LOW 118-260
0.618 118-180
1.000 118-130
1.618 118-050
2.618 117-240
4.250 117-028
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 119-005 119-025
PP 119-003 119-017
S1 119-002 119-008

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

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