ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 116-050 116-250 0-200 0.5% 119-300
High 117-050 117-030 -0-020 -0.1% 120-020
Low 116-040 116-140 0-100 0.3% 117-000
Close 117-010 116-150 -0-180 -0.5% 117-030
Range 1-010 0-210 -0-120 -36.4% 3-020
ATR 0-242 0-240 -0-002 -0.9% 0-000
Volume 12,686 12,420 -266 -2.1% 22,818
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-203 118-067 116-266
R3 117-313 117-177 116-208
R2 117-103 117-103 116-188
R1 116-287 116-287 116-169 116-250
PP 116-213 116-213 116-213 116-195
S1 116-077 116-077 116-131 116-040
S2 116-003 116-003 116-112
S3 115-113 115-187 116-092
S4 114-223 114-297 116-034
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
5 118-100 116-040 2-060 1.9% 0-280 0.8% 16% False False 9,723
10 120-020 116-040 3-300 3.4% 0-259 0.7% 9% False False 6,701
20 120-020 116-040 3-300 3.4% 0-230 0.6% 9% False False 4,111
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-059
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-282
2.618 118-260
1.618 118-050
1.000 117-240
0.618 117-160
HIGH 117-030
0.618 116-270
0.500 116-245
0.382 116-220
LOW 116-140
0.618 116-010
1.000 115-250
1.618 115-120
2.618 114-230
4.250 113-208
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 116-245 116-210
PP 116-213 116-190
S1 116-182 116-170

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

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