ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 118-155 118-110 -0-045 -0.1% 119-010
High 118-235 119-035 0-120 0.3% 119-125
Low 118-070 118-085 0-015 0.0% 117-180
Close 118-110 118-295 0-185 0.5% 118-200
Range 0-165 0-270 0-105 63.6% 1-265
ATR 0-230 0-233 0-003 1.2% 0-000
Volume 990,375 1,102,062 111,687 11.3% 6,336,537
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-095 120-305 119-124
R3 120-145 120-035 119-049
R2 119-195 119-195 119-024
R1 119-085 119-085 119-000 119-140
PP 118-245 118-245 118-245 118-272
S1 118-135 118-135 118-270 118-190
S2 117-295 117-295 118-246
S3 117-025 117-185 118-221
S4 116-075 116-235 118-146
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
5 119-035 117-180 1-175 1.3% 0-265 0.7% 88% True False 1,163,224
10 119-125 117-180 1-265 1.5% 0-229 0.6% 74% False False 1,087,135
20 119-125 116-040 3-085 2.7% 0-228 0.6% 86% False False 569,658
40 120-020 116-040 3-300 3.3% 0-224 0.6% 71% False False 286,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-060
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-222
2.618 121-102
1.618 120-152
1.000 119-305
0.618 119-202
HIGH 119-035
0.618 118-252
0.500 118-220
0.382 118-188
LOW 118-085
0.618 117-238
1.000 117-135
1.618 116-288
2.618 116-018
4.250 114-218
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 118-270 118-264
PP 118-245 118-233
S1 118-220 118-202

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

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