ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 119-070 118-205 -0-185 -0.5% 117-200
High 119-125 118-230 -0-215 -0.6% 119-020
Low 118-195 117-255 -0-260 -0.7% 117-200
Close 118-230 117-265 -0-285 -0.8% 118-300
Range 0-250 0-295 0-045 18.0% 1-140
ATR 0-220 0-226 0-005 2.4% 0-000
Volume 1,193,739 1,347,367 153,628 12.9% 1,831,156
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-282 120-088 118-107
R3 119-307 119-113 118-026
R2 119-012 119-012 117-319
R1 118-138 118-138 117-292 118-088
PP 118-037 118-037 118-037 118-011
S1 117-163 117-163 117-238 117-112
S2 117-062 117-062 117-211
S3 116-087 116-188 117-184
S4 115-112 115-213 117-103
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
5 119-125 117-255 1-190 1.4% 0-216 0.6% 2% False True 1,158,065
10 119-125 117-050 2-075 1.9% 0-220 0.6% 30% False False 681,809
20 119-125 116-040 3-085 2.8% 0-228 0.6% 52% False False 347,715
40 120-020 116-040 3-300 3.3% 0-216 0.6% 43% False False 174,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-204
2.618 121-042
1.618 120-067
1.000 119-205
0.618 119-092
HIGH 118-230
0.618 118-117
0.500 118-082
0.382 118-048
LOW 117-255
0.618 117-073
1.000 116-280
1.618 116-098
2.618 115-123
4.250 113-281
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 118-082 118-190
PP 118-037 118-108
S1 117-311 118-027

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

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