ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 121-190 120-285 -0-225 -0.6% 119-260
High 121-250 121-040 -0-210 -0.5% 121-265
Low 120-170 120-120 -0-050 -0.1% 119-175
Close 120-300 120-220 -0-080 -0.2% 120-220
Range 1-080 0-240 -0-160 -40.0% 2-090
ATR 0-286 0-282 -0-003 -1.1% 0-000
Volume 1,408,403 1,056,825 -351,578 -25.0% 7,307,367
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-313 122-187 121-032
R3 122-073 121-267 120-286
R2 121-153 121-153 120-264
R1 121-027 121-027 120-242 120-290
PP 120-233 120-233 120-233 120-205
S1 120-107 120-107 120-198 120-050
S2 119-313 119-313 120-176
S3 119-073 119-187 120-154
S4 118-153 118-267 120-088
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 127-170 126-125 121-302
R3 125-080 124-035 121-101
R2 122-310 122-310 121-034
R1 121-265 121-265 120-287 122-128
PP 120-220 120-220 120-220 120-311
S1 119-175 119-175 120-153 120-038
S2 118-130 118-130 120-086
S3 116-040 117-085 120-019
S4 113-270 114-315 119-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-265 119-175 2-090 1.9% 1-063 1.0% 50% False False 1,461,473
10 121-265 118-050 3-215 3.0% 0-312 0.8% 69% False False 1,302,516
20 121-265 117-060 4-205 3.8% 0-274 0.7% 75% False False 1,061,761
40 121-265 116-040 5-225 4.7% 0-250 0.6% 80% False False 535,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-070
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-100
2.618 123-028
1.618 122-108
1.000 121-280
0.618 121-188
HIGH 121-040
0.618 120-268
0.500 120-240
0.382 120-212
LOW 120-120
0.618 119-292
1.000 119-200
1.618 119-052
2.618 118-132
4.250 117-060
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 120-240 120-308
PP 120-233 120-278
S1 120-227 120-249

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

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