ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 119-300 119-145 -0-155 -0.4% 120-230
High 120-065 119-235 -0-150 -0.4% 120-235
Low 119-125 119-015 -0-110 -0.3% 119-015
Close 119-160 119-060 -0-100 -0.3% 119-060
Range 0-260 0-220 -0-040 -15.4% 1-220
ATR 0-266 0-263 -0-003 -1.2% 0-000
Volume 1,045,633 1,054,411 8,778 0.8% 5,291,548
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-123 120-312 119-181
R3 120-223 120-092 119-120
R2 120-003 120-003 119-100
R1 119-192 119-192 119-080 119-148
PP 119-103 119-103 119-103 119-081
S1 118-292 118-292 119-040 118-248
S2 118-203 118-203 119-020
S3 117-303 118-072 119-000
S4 117-083 117-172 118-259
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 124-230 123-205 120-037
R3 123-010 121-305 119-208
R2 121-110 121-110 119-159
R1 120-085 120-085 119-110 119-308
PP 119-210 119-210 119-210 119-161
S1 118-185 118-185 119-010 118-088
S2 117-310 117-310 118-281
S3 116-090 116-285 118-232
S4 114-190 115-065 118-083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-235 119-015 1-220 1.4% 0-219 0.6% 8% False True 1,058,309
10 121-265 119-015 2-250 2.3% 0-301 0.8% 5% False True 1,259,891
20 121-265 117-180 4-085 3.6% 0-275 0.7% 38% False False 1,232,662
40 121-265 116-040 5-225 4.8% 0-254 0.7% 54% False False 667,657
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-210
2.618 121-171
1.618 120-271
1.000 120-135
0.618 120-051
HIGH 119-235
0.618 119-151
0.500 119-125
0.382 119-099
LOW 119-015
0.618 118-199
1.000 118-115
1.618 117-299
2.618 117-079
4.250 116-040
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 119-125 119-240
PP 119-103 119-180
S1 119-082 119-120

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

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