ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 119-160 119-300 0-140 0.4% 118-260
High 120-000 120-020 0-020 0.1% 120-000
Low 118-310 119-130 0-140 0.4% 118-260
Close 119-310 119-180 -0-130 -0.3% 119-310
Range 1-010 0-210 -0-120 -36.4% 1-060
ATR 0-219 0-218 -0-001 -0.3% 0-000
Volume 570 2,877 2,307 404.7% 9,882
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 121-207 121-083 119-296
R3 120-317 120-193 119-238
R2 120-107 120-107 119-218
R1 119-303 119-303 119-199 119-260
PP 119-217 119-217 119-217 119-195
S1 119-093 119-093 119-161 119-050
S2 119-007 119-007 119-142
S3 118-117 118-203 119-122
S4 117-227 117-313 119-064
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-050 122-240 120-199
R3 121-310 121-180 120-094
R2 120-250 120-250 120-060
R1 120-120 120-120 120-025 120-185
PP 119-190 119-190 119-190 119-222
S1 119-060 119-060 119-275 119-125
S2 118-130 118-130 119-240
S3 117-070 118-000 119-206
S4 116-010 116-260 119-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 118-260 1-080 1.0% 0-244 0.6% 60% True False 2,295
10 120-020 118-150 1-190 1.3% 0-224 0.6% 69% True False 1,762
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 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-272
2.618 121-250
1.618 121-040
1.000 120-230
0.618 120-150
HIGH 120-020
0.618 119-260
0.500 119-235
0.382 119-210
LOW 119-130
0.618 119-000
1.000 118-240
1.618 118-110
2.618 117-220
4.250 116-198
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 119-235 119-167
PP 119-217 119-153
S1 119-198 119-140

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

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