ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 119-030 118-160 -0-190 -0.5% 118-260
High 119-110 118-170 -0-260 -0.7% 120-000
Low 118-150 117-310 -0-160 -0.4% 118-260
Close 118-200 118-050 -0-150 -0.4% 119-310
Range 0-280 0-180 -0-100 -35.7% 1-060
ATR 0-224 0-223 -0-001 -0.4% 0-000
Volume 8,238 6,368 -1,870 -22.7% 9,882
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-290 119-190 118-149
R3 119-110 119-010 118-100
R2 118-250 118-250 118-083
R1 118-150 118-150 118-066 118-110
PP 118-070 118-070 118-070 118-050
S1 117-290 117-290 118-034 117-250
S2 117-210 117-210 118-017
S3 117-030 117-110 118-000
S4 116-170 116-250 117-271
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
5 120-020 117-310 2-030 1.8% 0-238 0.6% 9% False True 3,679
10 120-020 117-310 2-030 1.8% 0-214 0.6% 9% False True 2,827
20 120-020 117-310 2-030 1.8% 0-202 0.5% 9% False True 1,849
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 0-044
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-295
2.618 120-001
1.618 119-141
1.000 119-030
0.618 118-281
HIGH 118-170
0.618 118-101
0.500 118-080
0.382 118-059
LOW 117-310
0.618 117-199
1.000 117-130
1.618 117-019
2.618 116-159
4.250 115-185
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 118-080 118-220
PP 118-070 118-163
S1 118-060 118-107

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

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