ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 120-045 120-025 -0-020 -0.1% 119-260
High 120-080 120-145 0-065 0.2% 121-265
Low 119-255 119-280 0-025 0.1% 119-175
Close 120-015 119-310 -0-025 -0.1% 120-220
Range 0-145 0-185 0-040 27.6% 2-090
ATR 0-273 0-266 -0-006 -2.3% 0-000
Volume 987,363 1,136,046 148,683 15.1% 7,307,367
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-267 121-153 120-092
R3 121-082 120-288 120-041
R2 120-217 120-217 120-024
R1 120-103 120-103 120-007 120-068
PP 120-032 120-032 120-032 120-014
S1 119-238 119-238 119-293 119-202
S2 119-167 119-167 119-276
S3 118-302 119-053 119-259
S4 118-117 118-188 119-208
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
5 121-250 119-255 1-315 1.7% 0-251 0.7% 9% False False 1,131,346
10 121-265 118-270 2-315 2.5% 0-308 0.8% 38% False False 1,317,116
20 121-265 117-180 4-085 3.6% 0-268 0.7% 56% False False 1,202,126
40 121-265 116-040 5-225 4.8% 0-251 0.7% 67% False False 615,348
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 0-059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-291
2.618 121-309
1.618 121-124
1.000 121-010
0.618 120-259
HIGH 120-145
0.618 120-074
0.500 120-052
0.382 120-031
LOW 119-280
0.618 119-166
1.000 119-095
1.618 118-301
2.618 118-116
4.250 117-134
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 120-052 120-085
PP 120-032 120-053
S1 120-011 120-022

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

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