ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 120-230 120-045 -0-185 -0.5% 119-260
High 120-235 120-080 -0-155 -0.4% 121-265
Low 119-270 119-255 -0-015 0.0% 119-175
Close 120-065 120-015 -0-050 -0.1% 120-220
Range 0-285 0-145 -0-140 -49.1% 2-090
ATR 0-282 0-273 -0-010 -3.5% 0-000
Volume 1,068,095 987,363 -80,732 -7.6% 7,307,367
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-125 121-055 120-095
R3 120-300 120-230 120-055
R2 120-155 120-155 120-042
R1 120-085 120-085 120-028 120-048
PP 120-010 120-010 120-010 119-311
S1 119-260 119-260 120-002 119-222
S2 119-185 119-185 119-308
S3 119-040 119-115 119-295
S4 118-215 118-290 119-255
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
5 121-265 119-255 2-010 1.7% 1-005 0.8% 12% False True 1,311,073
10 121-265 118-085 3-180 3.0% 0-316 0.8% 50% False False 1,313,717
20 121-265 117-180 4-085 3.6% 0-268 0.7% 58% False False 1,160,570
40 121-265 116-040 5-225 4.8% 0-254 0.7% 69% False False 586,955
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-055
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 122-056
2.618 121-140
1.618 120-315
1.000 120-225
0.618 120-170
HIGH 120-080
0.618 120-025
0.500 120-008
0.382 119-310
LOW 119-255
0.618 119-165
1.000 119-110
1.618 119-020
2.618 118-195
4.250 117-279
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 120-012 120-148
PP 120-010 120-103
S1 120-008 120-059

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

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