ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 118-285 119-260 0-295 0.8% 118-170
High 119-280 120-050 0-090 0.2% 120-050
Low 118-270 119-155 0-205 0.5% 118-050
Close 119-200 119-220 0-020 0.1% 119-220
Range 1-010 0-215 -0-115 -34.8% 2-000
ATR 0-240 0-238 -0-002 -0.7% 0-000
Volume 1,455,682 1,216,610 -239,072 -16.4% 5,717,797
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-253 121-132 120-018
R3 121-038 120-237 119-279
R2 120-143 120-143 119-259
R1 120-022 120-022 119-240 119-295
PP 119-248 119-248 119-248 119-225
S1 119-127 119-127 119-200 119-080
S2 119-033 119-033 119-181
S3 118-138 118-232 119-161
S4 117-243 118-017 119-102
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 125-107 124-163 120-252
R3 123-107 122-163 120-076
R2 121-107 121-107 120-017
R1 120-163 120-163 119-279 120-295
PP 119-107 119-107 119-107 119-172
S1 118-163 118-163 119-161 118-295
S2 117-107 117-107 119-103
S3 115-107 116-163 119-044
S4 113-107 114-163 118-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-050 118-050 2-000 1.7% 0-241 0.6% 77% True False 1,143,559
10 120-050 117-180 2-190 2.2% 0-250 0.7% 82% True False 1,205,433
20 120-050 116-170 3-200 3.0% 0-228 0.6% 87% True False 702,018
40 120-050 116-040 4-010 3.4% 0-229 0.6% 88% True False 353,064
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-066
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-004
2.618 121-293
1.618 121-078
1.000 120-265
0.618 120-183
HIGH 120-050
0.618 119-288
0.500 119-262
0.382 119-237
LOW 119-155
0.618 119-022
1.000 118-260
1.618 118-127
2.618 117-232
4.250 116-201
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 119-262 119-169
PP 119-248 119-118
S1 119-234 119-068

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

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