ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 117-030 117-050 0-020 0.1% 117-040
High 117-150 117-270 0-120 0.3% 117-100
Low 116-280 117-050 0-090 0.2% 116-040
Close 117-050 117-190 0-140 0.4% 116-290
Range 0-190 0-220 0-030 15.8% 1-060
ATR 0-229 0-228 -0-001 -0.3% 0-000
Volume 36,424 31,272 -5,152 -14.1% 56,307
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-190 119-090 117-311
R3 118-290 118-190 117-250
R2 118-070 118-070 117-230
R1 117-290 117-290 117-210 118-020
PP 117-170 117-170 117-170 117-195
S1 117-070 117-070 117-170 117-120
S2 116-270 116-270 117-150
S3 116-050 116-170 117-130
S4 115-150 115-270 117-069
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
5 117-270 116-170 1-100 1.1% 0-200 0.5% 81% True False 22,500
10 118-100 116-040 2-060 1.9% 0-240 0.6% 67% False False 16,111
20 120-020 116-040 3-300 3.3% 0-227 0.6% 37% False False 9,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-049
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-245
2.618 119-206
1.618 118-306
1.000 118-170
0.618 118-086
HIGH 117-270
0.618 117-186
0.500 117-160
0.382 117-134
LOW 117-050
0.618 116-234
1.000 116-150
1.618 116-014
2.618 115-114
4.250 114-075
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 117-180 117-157
PP 117-170 117-123
S1 117-160 117-090

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

View Archives - Comment on this page... - Back to Index of Symbols