ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 119-110 119-030 -0-080 -0.2% 118-260
High 119-130 119-110 -0-020 -0.1% 120-000
Low 118-260 118-150 -0-110 -0.3% 118-260
Close 119-010 118-200 -0-130 -0.3% 119-310
Range 0-190 0-280 0-090 47.4% 1-060
ATR 0-220 0-224 0-004 2.0% 0-000
Volume 344 8,238 7,894 2,294.8% 9,882
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-140 120-290 119-034
R3 120-180 120-010 118-277
R2 119-220 119-220 118-251
R1 119-050 119-050 118-226 118-315
PP 118-260 118-260 118-260 118-232
S1 118-090 118-090 118-174 118-035
S2 117-300 117-300 118-149
S3 117-020 117-130 118-123
S4 116-060 116-170 118-046
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
5 120-020 118-150 1-190 1.3% 0-244 0.6% 10% False True 3,376
10 120-020 118-150 1-190 1.3% 0-235 0.6% 10% False True 2,341
20 120-020 118-000 2-020 1.7% 0-205 0.5% 30% False False 1,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-050
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-020
2.618 121-203
1.618 120-243
1.000 120-070
0.618 119-283
HIGH 119-110
0.618 119-003
0.500 118-290
0.382 118-257
LOW 118-150
0.618 117-297
1.000 117-190
1.618 117-017
2.618 116-057
4.250 114-240
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 118-290 119-085
PP 118-260 119-017
S1 118-230 118-268

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

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