ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 119-010 118-300 -0-030 -0.1% 117-200
High 119-090 119-080 -0-010 0.0% 119-020
Low 118-300 118-135 -0-165 -0.4% 117-200
Close 119-015 119-040 0-025 0.1% 118-300
Range 0-110 0-265 0-155 140.9% 1-140
ATR 0-214 0-218 0-004 1.7% 0-000
Volume 915,770 1,456,413 540,643 59.0% 1,831,156
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-133 121-032 119-186
R3 120-188 120-087 119-113
R2 119-243 119-243 119-089
R1 119-142 119-142 119-064 119-192
PP 118-298 118-298 118-298 119-004
S1 118-197 118-197 119-016 118-248
S2 118-033 118-033 118-311
S3 117-088 117-252 118-287
S4 116-143 116-307 118-214
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
5 119-090 118-130 0-280 0.7% 0-179 0.5% 82% False False 833,288
10 119-090 116-230 2-180 2.2% 0-202 0.5% 94% False False 433,332
20 119-130 116-040 3-090 2.8% 0-224 0.6% 91% False False 221,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-246
2.618 121-134
1.618 120-189
1.000 120-025
0.618 119-244
HIGH 119-080
0.618 118-299
0.500 118-268
0.382 118-236
LOW 118-135
0.618 117-291
1.000 117-190
1.618 117-026
2.618 116-081
4.250 114-289
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 119-009 119-011
PP 118-298 118-302
S1 118-268 118-272

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

View Archives - Comment on this page... - Back to Index of Symbols