ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 118-230 119-010 0-100 0.3% 117-200
High 119-010 119-090 0-080 0.2% 119-020
Low 118-170 118-300 0-130 0.3% 117-200
Close 118-300 119-015 0-035 0.1% 118-300
Range 0-160 0-110 -0-050 -31.3% 1-140
ATR 0-222 0-214 -0-008 -3.6% 0-000
Volume 877,040 915,770 38,730 4.4% 1,831,156
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-038 119-297 119-076
R3 119-248 119-187 119-045
R2 119-138 119-138 119-035
R1 119-077 119-077 119-025 119-108
PP 119-028 119-028 119-028 119-044
S1 118-287 118-287 119-005 118-318
S2 118-238 118-238 118-315
S3 118-128 118-177 118-305
S4 118-018 118-067 118-274
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
5 119-090 117-200 1-210 1.4% 0-202 0.5% 86% True False 549,385
10 119-090 116-230 2-180 2.2% 0-192 0.5% 91% True False 288,911
20 120-020 116-040 3-300 3.3% 0-222 0.6% 74% False False 148,412
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 120-238
2.618 120-058
1.618 119-268
1.000 119-200
0.618 119-158
HIGH 119-090
0.618 119-048
0.500 119-035
0.382 119-022
LOW 118-300
0.618 118-232
1.000 118-190
1.618 118-122
2.618 118-012
4.250 117-152
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 119-035 118-318
PP 119-028 118-302
S1 119-022 118-285

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

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