ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 118-160 118-230 0-070 0.2% 117-200
High 119-020 119-010 -0-010 0.0% 119-020
Low 118-160 118-170 0-010 0.0% 117-200
Close 118-250 118-300 0-050 0.1% 118-300
Range 0-180 0-160 -0-020 -11.1% 1-140
ATR 0-227 0-222 -0-005 -2.1% 0-000
Volume 612,276 877,040 264,764 43.2% 1,831,156
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-107 120-043 119-068
R3 119-267 119-203 119-024
R2 119-107 119-107 119-009
R1 119-043 119-043 118-315 119-075
PP 118-267 118-267 118-267 118-282
S1 118-203 118-203 118-285 118-235
S2 118-107 118-107 118-271
S3 117-267 118-043 118-256
S4 117-107 117-203 118-212
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 122-273 122-107 119-233
R3 121-133 120-287 119-106
R2 119-313 119-313 119-064
R1 119-147 119-147 119-022 119-230
PP 118-173 118-173 118-173 118-215
S1 118-007 118-007 118-258 118-090
S2 117-033 117-033 118-216
S3 115-213 116-187 118-174
S4 114-073 115-047 118-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-020 117-060 1-280 1.6% 0-212 0.6% 93% False False 374,706
10 119-020 116-170 2-170 2.1% 0-206 0.5% 95% False False 198,603
20 120-020 116-040 3-300 3.3% 0-232 0.6% 71% False False 102,652
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-050
2.618 120-109
1.618 119-269
1.000 119-170
0.618 119-109
HIGH 119-010
0.618 118-269
0.500 118-250
0.382 118-231
LOW 118-170
0.618 118-071
1.000 118-010
1.618 117-231
2.618 117-071
4.250 116-130
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 118-283 118-278
PP 118-267 118-257
S1 118-250 118-235

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

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