ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 120-165 121-190 1-025 0.9% 118-170
High 121-265 121-250 -0-015 0.0% 120-050
Low 120-030 120-170 0-140 0.4% 118-050
Close 121-080 120-300 -0-100 -0.3% 119-220
Range 1-235 1-080 -0-155 -27.9% 2-000
ATR 0-277 0-286 0-009 3.2% 0-000
Volume 2,034,681 1,408,403 -626,278 -30.8% 5,717,797
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 124-267 124-043 121-200
R3 123-187 122-283 121-090
R2 122-107 122-107 121-053
R1 121-203 121-203 121-017 121-115
PP 121-027 121-027 121-027 120-302
S1 120-123 120-123 120-263 120-035
S2 119-267 119-267 120-227
S3 118-187 119-043 120-190
S4 117-107 117-283 120-080
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
5 121-265 119-155 2-110 1.9% 1-058 1.0% 62% False False 1,493,430
10 121-265 117-180 4-085 3.5% 1-005 0.8% 79% False False 1,339,158
20 121-265 117-050 4-215 3.9% 0-272 0.7% 81% False False 1,010,483
40 121-265 116-040 5-225 4.7% 0-254 0.7% 84% False False 509,232
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-030
2.618 125-017
1.618 123-257
1.000 123-010
0.618 122-177
HIGH 121-250
0.618 121-097
0.500 121-050
0.382 121-003
LOW 120-170
0.618 119-243
1.000 119-090
1.618 118-163
2.618 117-083
4.250 115-070
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 121-050 120-305
PP 121-027 120-303
S1 121-003 120-302

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

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