ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 118-205 117-295 -0-230 -0.6% 119-010
High 118-230 118-230 0-000 0.0% 119-125
Low 117-255 117-180 -0-075 -0.2% 117-180
Close 117-265 118-200 0-255 0.7% 118-200
Range 0-295 1-050 0-075 25.4% 1-265
ATR 0-226 0-236 0-010 4.6% 0-000
Volume 1,347,367 1,423,248 75,881 5.6% 6,336,537
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-247 121-113 119-084
R3 120-197 120-063 118-302
R2 119-147 119-147 118-268
R1 119-013 119-013 118-234 119-080
PP 118-097 118-097 118-097 118-130
S1 117-283 117-283 118-166 118-030
S2 117-047 117-047 118-132
S3 115-317 116-233 118-098
S4 114-267 115-183 117-316
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 124-003 123-047 119-202
R3 122-058 121-102 119-041
R2 120-113 120-113 118-307
R1 119-157 119-157 118-254 119-002
PP 118-168 118-168 118-168 118-091
S1 117-212 117-212 118-146 117-058
S2 116-223 116-223 118-093
S3 114-278 115-267 118-039
S4 113-013 114-002 117-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-125 117-180 1-265 1.5% 0-258 0.7% 58% False True 1,267,307
10 119-125 117-060 2-065 1.9% 0-235 0.6% 65% False False 821,006
20 119-125 116-040 3-085 2.8% 0-238 0.6% 77% False False 418,559
40 120-020 116-040 3-300 3.3% 0-220 0.6% 63% False False 210,204
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 0-054
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-202
2.618 121-239
1.618 120-189
1.000 119-280
0.618 119-139
HIGH 118-230
0.618 118-089
0.500 118-045
0.382 118-001
LOW 117-180
0.618 116-271
1.000 116-130
1.618 115-221
2.618 114-171
4.250 112-208
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 118-148 118-184
PP 118-097 118-168
S1 118-045 118-152

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

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