ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 117-200 118-220 1-020 0.9% 116-290
High 118-260 118-310 0-050 0.1% 117-270
Low 117-200 118-130 0-250 0.7% 116-230
Close 118-240 118-160 -0-080 -0.2% 117-200
Range 1-060 0-180 -0-200 -52.6% 1-040
ATR 0-235 0-231 -0-004 -1.7% 0-000
Volume 36,896 304,944 268,048 726.5% 142,192
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-100 119-310 118-259
R3 119-240 119-130 118-210
R2 119-060 119-060 118-193
R1 118-270 118-270 118-176 118-235
PP 118-200 118-200 118-200 118-182
S1 118-090 118-090 118-144 118-055
S2 118-020 118-020 118-127
S3 117-160 117-230 118-110
S4 116-300 117-050 118-061
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
5 118-310 116-280 2-030 1.8% 0-226 0.6% 78% True False 90,382
10 118-310 116-040 2-270 2.4% 0-226 0.6% 84% True False 52,182
20 120-020 116-040 3-300 3.3% 0-234 0.6% 60% False False 28,571
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-115
2.618 120-141
1.618 119-281
1.000 119-170
0.618 119-101
HIGH 118-310
0.618 118-241
0.500 118-220
0.382 118-199
LOW 118-130
0.618 118-019
1.000 117-270
1.618 117-159
2.618 116-299
4.250 116-005
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 118-220 118-115
PP 118-200 118-070
S1 118-180 118-025

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

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