ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 118-000 117-040 -0-280 -0.7% 119-300
High 118-100 117-060 -1-040 -1.0% 120-020
Low 117-000 116-240 -0-080 -0.2% 117-000
Close 117-030 117-030 0-000 0.0% 117-030
Range 1-100 0-140 -0-280 -66.7% 3-020
ATR 0-237 0-230 -0-007 -2.9% 0-000
Volume 4,991 12,064 7,073 141.7% 22,818
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-103 118-047 117-107
R3 117-283 117-227 117-068
R2 117-143 117-143 117-056
R1 117-087 117-087 117-043 117-045
PP 117-003 117-003 117-003 116-302
S1 116-267 116-267 117-017 116-225
S2 116-183 116-183 117-004
S3 116-043 116-127 116-312
S4 115-223 115-307 116-273
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 127-077 125-073 118-249
R3 124-057 122-053 117-300
R2 121-037 121-037 117-210
R1 119-033 119-033 117-120 118-185
PP 118-017 118-017 118-017 117-252
S1 116-013 116-013 116-260 115-165
S2 114-317 114-317 116-170
S3 111-297 112-313 116-080
S4 108-277 109-293 115-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-130 116-240 2-210 2.3% 0-242 0.6% 13% False True 6,401
10 120-020 116-240 3-100 2.8% 0-243 0.6% 10% False True 4,348
20 120-020 116-240 3-100 2.8% 0-210 0.6% 10% False True 2,643
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-053
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 119-015
2.618 118-107
1.618 117-287
1.000 117-200
0.618 117-147
HIGH 117-060
0.618 117-007
0.500 116-310
0.382 116-293
LOW 116-240
0.618 116-153
1.000 116-100
1.618 116-013
2.618 115-193
4.250 114-285
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 117-017 117-205
PP 117-003 117-147
S1 116-310 117-088

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

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