ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 119-145 119-040 -0-105 -0.3% 120-230
High 119-235 119-080 -0-155 -0.4% 120-235
Low 119-015 118-260 -0-075 -0.2% 119-015
Close 119-060 119-025 -0-035 -0.1% 119-060
Range 0-220 0-140 -0-080 -36.4% 1-220
ATR 0-263 0-254 -0-009 -3.3% 0-000
Volume 1,054,411 822,188 -232,223 -22.0% 5,291,548
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-115 120-050 119-102
R3 119-295 119-230 119-064
R2 119-155 119-155 119-051
R1 119-090 119-090 119-038 119-052
PP 119-015 119-015 119-015 118-316
S1 118-270 118-270 119-012 118-232
S2 118-195 118-195 118-319
S3 118-055 118-130 118-306
S4 117-235 117-310 118-268
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
5 120-145 118-260 1-205 1.4% 0-190 0.5% 16% False True 1,009,128
10 121-265 118-260 3-005 2.5% 0-287 0.8% 9% False True 1,226,735
20 121-265 117-180 4-085 3.6% 0-277 0.7% 36% False False 1,227,983
40 121-265 116-040 5-225 4.8% 0-249 0.7% 52% False False 688,197
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 0-060
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 121-035
2.618 120-127
1.618 119-307
1.000 119-220
0.618 119-167
HIGH 119-080
0.618 119-027
0.500 119-010
0.382 118-313
LOW 118-260
0.618 118-173
1.000 118-120
1.618 118-033
2.618 117-213
4.250 116-305
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 119-020 119-162
PP 119-015 119-117
S1 119-010 119-071

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

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