ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 118-220 118-160 -0-060 -0.2% 116-290
High 118-310 119-020 0-030 0.1% 117-270
Low 118-130 118-160 0-030 0.1% 116-230
Close 118-160 118-250 0-090 0.2% 117-200
Range 0-180 0-180 0-000 0.0% 1-040
ATR 0-231 0-227 -0-004 -1.6% 0-000
Volume 304,944 612,276 307,332 100.8% 142,192
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-150 120-060 119-029
R3 119-290 119-200 118-300
R2 119-110 119-110 118-283
R1 119-020 119-020 118-266 119-065
PP 118-250 118-250 118-250 118-272
S1 118-160 118-160 118-234 118-205
S2 118-070 118-070 118-217
S3 117-210 117-300 118-200
S4 117-030 117-120 118-151
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
5 119-020 117-050 1-290 1.6% 0-224 0.6% 85% True False 205,552
10 119-020 116-140 2-200 2.2% 0-211 0.6% 89% True False 112,141
20 120-020 116-040 3-300 3.3% 0-235 0.6% 67% False False 59,042
Crabel Price Patterns
NR False
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 0-047
Fibonacci Retracements and Extensions
4.250 121-145
2.618 120-171
1.618 119-311
1.000 119-200
0.618 119-131
HIGH 119-020
0.618 118-271
0.500 118-250
0.382 118-229
LOW 118-160
0.618 118-049
1.000 117-300
1.618 117-189
2.618 117-009
4.250 116-035
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 118-250 118-203
PP 118-250 118-157
S1 118-250 118-110

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

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