ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 117-295 118-170 0-195 0.5% 119-010
High 118-230 118-275 0-045 0.1% 119-125
Low 117-180 118-050 0-190 0.5% 117-180
Close 118-200 118-195 -0-005 0.0% 118-200
Range 1-050 0-225 -0-145 -39.2% 1-265
ATR 0-236 0-235 -0-001 -0.3% 0-000
Volume 1,423,248 953,068 -470,180 -33.0% 6,336,537
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-208 120-107 118-319
R3 119-303 119-202 118-257
R2 119-078 119-078 118-236
R1 118-297 118-297 118-216 119-028
PP 118-173 118-173 118-173 118-199
S1 118-072 118-072 118-174 118-122
S2 117-268 117-268 118-154
S3 117-043 117-167 118-133
S4 116-138 116-262 118-071
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% 0-281 0.7% 57% False False 1,274,767
10 119-125 117-180 1-265 1.5% 0-242 0.6% 57% False False 912,076
20 119-125 116-040 3-085 2.8% 0-228 0.6% 76% False False 465,963
40 120-020 116-040 3-300 3.3% 0-223 0.6% 63% False False 234,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-271
2.618 120-224
1.618 119-319
1.000 119-180
0.618 119-094
HIGH 118-275
0.618 118-189
0.500 118-162
0.382 118-136
LOW 118-050
0.618 117-231
1.000 117-145
1.618 117-006
2.618 116-101
4.250 115-054
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 118-184 118-152
PP 118-173 118-110
S1 118-162 118-068

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

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