ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 120-285 120-230 -0-055 -0.1% 119-260
High 121-040 120-235 -0-125 -0.3% 121-265
Low 120-120 119-270 -0-170 -0.4% 119-175
Close 120-220 120-065 -0-155 -0.4% 120-220
Range 0-240 0-285 0-045 18.8% 2-090
ATR 0-282 0-282 0-000 0.1% 0-000
Volume 1,056,825 1,068,095 11,270 1.1% 7,307,367
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-298 122-147 120-222
R3 122-013 121-182 120-143
R2 121-048 121-048 120-117
R1 120-217 120-217 120-091 120-150
PP 120-083 120-083 120-083 120-050
S1 119-252 119-252 120-039 119-185
S2 119-118 119-118 120-013
S3 118-153 118-287 119-307
S4 117-188 118-002 119-228
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
5 121-265 119-270 1-315 1.7% 1-064 1.0% 18% False True 1,444,342
10 121-265 118-070 3-195 3.0% 0-318 0.8% 55% False False 1,314,019
20 121-265 117-180 4-085 3.5% 0-280 0.7% 62% False False 1,113,047
40 121-265 116-040 5-225 4.7% 0-254 0.7% 72% False False 562,303
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 2 trading days
Fibonacci Retracements and Extensions
4.250 124-166
2.618 123-021
1.618 122-056
1.000 121-200
0.618 121-091
HIGH 120-235
0.618 120-126
0.500 120-092
0.382 120-059
LOW 119-270
0.618 119-094
1.000 118-305
1.618 118-129
2.618 117-164
4.250 116-019
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 120-092 120-260
PP 120-083 120-195
S1 120-074 120-130

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

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