ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 117-050 117-150 0-100 0.3% 116-290
High 117-270 117-220 -0-050 -0.1% 117-270
Low 117-050 117-060 0-010 0.0% 116-230
Close 117-190 117-200 0-010 0.0% 117-200
Range 0-220 0-160 -0-060 -27.3% 1-040
ATR 0-228 0-223 -0-005 -2.1% 0-000
Volume 31,272 42,374 11,102 35.5% 142,192
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-000 118-260 117-288
R3 118-160 118-100 117-244
R2 118-000 118-000 117-229
R1 117-260 117-260 117-215 117-290
PP 117-160 117-160 117-160 117-175
S1 117-100 117-100 117-185 117-130
S2 117-000 117-000 117-171
S3 116-160 116-260 117-156
S4 116-000 116-100 117-112
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-247 120-103 118-078
R3 119-207 119-063 117-299
R2 118-167 118-167 117-266
R1 118-023 118-023 117-233 118-095
PP 117-127 117-127 117-127 117-162
S1 116-303 116-303 117-167 117-055
S2 116-087 116-087 117-134
S3 115-047 115-263 117-101
S4 114-007 114-223 117-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-270 116-230 1-040 1.0% 0-182 0.5% 81% False False 28,438
10 117-270 116-040 1-230 1.5% 0-214 0.6% 87% False False 19,849
20 120-020 116-040 3-300 3.3% 0-228 0.6% 38% False False 11,559
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-260
2.618 118-319
1.618 118-159
1.000 118-060
0.618 117-319
HIGH 117-220
0.618 117-159
0.500 117-140
0.382 117-121
LOW 117-060
0.618 116-281
1.000 116-220
1.618 116-121
2.618 115-281
4.250 115-020
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 117-180 117-172
PP 117-160 117-143
S1 117-140 117-115

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

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