ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 119-040 119-060 0-020 0.1% 120-230
High 119-080 119-100 0-020 0.1% 120-235
Low 118-260 118-215 -0-045 -0.1% 119-015
Close 119-025 118-245 -0-100 -0.3% 119-060
Range 0-140 0-205 0-065 46.4% 1-220
ATR 0-254 0-250 -0-003 -1.4% 0-000
Volume 822,188 931,921 109,733 13.3% 5,291,548
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-268 120-142 119-038
R3 120-063 119-257 118-301
R2 119-178 119-178 118-283
R1 119-052 119-052 118-264 119-012
PP 118-293 118-293 118-293 118-274
S1 118-167 118-167 118-226 118-128
S2 118-088 118-088 118-207
S3 117-203 117-282 118-189
S4 116-318 117-077 118-132
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
5 120-145 118-215 1-250 1.5% 0-202 0.5% 5% False True 998,039
10 121-265 118-215 3-050 2.7% 0-264 0.7% 3% False True 1,154,556
20 121-265 117-180 4-085 3.6% 0-274 0.7% 28% False False 1,201,758
40 121-265 116-040 5-225 4.8% 0-249 0.7% 46% False False 711,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-011
2.618 120-317
1.618 120-112
1.000 119-305
0.618 119-227
HIGH 119-100
0.618 119-022
0.500 118-318
0.382 118-293
LOW 118-215
0.618 118-088
1.000 118-010
1.618 117-203
2.618 116-318
4.250 115-304
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 118-318 119-065
PP 118-293 119-018
S1 118-269 118-292

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

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