ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 118-110 118-285 0-175 0.5% 119-010
High 119-035 119-280 0-245 0.6% 119-125
Low 118-085 118-270 0-185 0.5% 117-180
Close 118-295 119-200 0-225 0.6% 118-200
Range 0-270 1-010 0-060 22.2% 1-265
ATR 0-233 0-240 0-007 3.0% 0-000
Volume 1,102,062 1,455,682 353,620 32.1% 6,336,537
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-173 122-037 120-062
R3 121-163 121-027 119-291
R2 120-153 120-153 119-260
R1 120-017 120-017 119-230 120-085
PP 119-143 119-143 119-143 119-178
S1 119-007 119-007 119-170 119-075
S2 118-133 118-133 119-140
S3 117-123 117-317 119-109
S4 116-113 116-307 119-018
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
5 119-280 117-180 2-100 1.9% 0-272 0.7% 89% True False 1,184,887
10 119-280 117-180 2-100 1.9% 0-244 0.6% 89% True False 1,171,476
20 119-280 116-140 3-140 2.9% 0-228 0.6% 93% True False 641,808
40 120-020 116-040 3-300 3.3% 0-228 0.6% 89% False False 322,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-061
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-082
2.618 122-184
1.618 121-174
1.000 120-290
0.618 120-164
HIGH 119-280
0.618 119-154
0.500 119-115
0.382 119-076
LOW 118-270
0.618 118-066
1.000 117-260
1.618 117-056
2.618 116-046
4.250 114-148
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 119-172 119-138
PP 119-143 119-077
S1 119-115 119-015

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

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