ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 116-250 116-170 -0-080 -0.2% 117-040
High 117-030 117-100 0-070 0.2% 117-100
Low 116-140 116-170 0-030 0.1% 116-040
Close 116-150 116-290 0-140 0.4% 116-290
Range 0-210 0-250 0-040 19.0% 1-060
ATR 0-240 0-242 0-002 0.9% 0-000
Volume 12,420 12,683 263 2.1% 56,307
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-083 118-277 117-108
R3 118-153 118-027 117-039
R2 117-223 117-223 117-016
R1 117-097 117-097 116-313 117-160
PP 116-293 116-293 116-293 117-005
S1 116-167 116-167 116-267 116-230
S2 116-043 116-043 116-244
S3 115-113 115-237 116-221
S4 114-183 114-307 116-152
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-110 119-260 117-179
R3 119-050 118-200 117-074
R2 117-310 117-310 117-040
R1 117-140 117-140 117-005 117-035
PP 116-250 116-250 116-250 116-198
S1 116-080 116-080 116-255 115-295
S2 115-190 115-190 116-220
S3 114-130 115-020 116-186
S4 113-070 113-280 116-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-100 116-040 1-060 1.0% 0-246 0.7% 66% True False 11,261
10 120-020 116-040 3-300 3.4% 0-251 0.7% 20% False False 7,912
20 120-020 116-040 3-300 3.4% 0-232 0.6% 20% False False 4,694
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 0-043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-202
2.618 119-114
1.618 118-184
1.000 118-030
0.618 117-254
HIGH 117-100
0.618 117-004
0.500 116-295
0.382 116-266
LOW 116-170
0.618 116-016
1.000 115-240
1.618 115-086
2.618 114-156
4.250 113-068
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 116-295 116-270
PP 116-293 116-250
S1 116-292 116-230

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

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