ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 118-170 118-155 -0-015 0.0% 119-010
High 118-275 118-235 -0-040 -0.1% 119-125
Low 118-050 118-070 0-020 0.1% 117-180
Close 118-195 118-110 -0-085 -0.2% 118-200
Range 0-225 0-165 -0-060 -26.7% 1-265
ATR 0-235 0-230 -0-005 -2.1% 0-000
Volume 953,068 990,375 37,307 3.9% 6,336,537
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-313 119-217 118-201
R3 119-148 119-052 118-155
R2 118-303 118-303 118-140
R1 118-207 118-207 118-125 118-172
PP 118-138 118-138 118-138 118-121
S1 118-042 118-042 118-095 118-008
S2 117-293 117-293 118-080
S3 117-128 117-197 118-065
S4 116-283 117-032 118-019
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% 0-261 0.7% 43% False False 1,181,559
10 119-125 117-180 1-265 1.5% 0-220 0.6% 43% False False 1,007,424
20 119-125 116-040 3-085 2.8% 0-229 0.6% 68% False False 514,878
40 120-020 116-040 3-300 3.3% 0-220 0.6% 56% False False 258,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-296
2.618 120-027
1.618 119-182
1.000 119-080
0.618 119-017
HIGH 118-235
0.618 118-172
0.500 118-152
0.382 118-133
LOW 118-070
0.618 117-288
1.000 117-225
1.618 117-123
2.618 116-278
4.250 116-009
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 118-152 118-096
PP 118-138 118-082
S1 118-124 118-068

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

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