ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 116-170 116-290 0-120 0.3% 117-040
High 117-100 117-070 -0-030 -0.1% 117-100
Low 116-170 116-230 0-060 0.2% 116-040
Close 116-290 117-030 0-060 0.2% 116-290
Range 0-250 0-160 -0-090 -36.0% 1-060
ATR 0-242 0-236 -0-006 -2.4% 0-000
Volume 12,683 12,204 -479 -3.8% 56,307
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-163 118-097 117-118
R3 118-003 117-257 117-074
R2 117-163 117-163 117-059
R1 117-097 117-097 117-045 117-130
PP 117-003 117-003 117-003 117-020
S1 116-257 116-257 117-015 116-290
S2 116-163 116-163 117-001
S3 116-003 116-097 116-306
S4 115-163 115-257 116-262
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% 0-250 0.7% 82% False False 11,289
10 119-130 116-040 3-090 2.8% 0-246 0.7% 30% False False 8,845
20 120-020 116-040 3-300 3.4% 0-235 0.6% 25% False False 5,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-110
2.618 118-169
1.618 118-009
1.000 117-230
0.618 117-169
HIGH 117-070
0.618 117-009
0.500 116-310
0.382 116-291
LOW 116-230
0.618 116-131
1.000 116-070
1.618 115-291
2.618 115-131
4.250 114-190
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 117-017 117-007
PP 117-003 116-303
S1 116-310 116-280

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

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