ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 119-060 118-245 -0-135 -0.4% 120-230
High 119-100 119-075 -0-025 -0.1% 120-235
Low 118-215 118-190 -0-025 -0.1% 119-015
Close 118-245 119-040 0-115 0.3% 119-060
Range 0-205 0-205 0-000 0.0% 1-220
ATR 0-250 0-247 -0-003 -1.3% 0-000
Volume 931,921 943,901 11,980 1.3% 5,291,548
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-290 120-210 119-153
R3 120-085 120-005 119-096
R2 119-200 119-200 119-078
R1 119-120 119-120 119-059 119-160
PP 118-315 118-315 118-315 119-015
S1 118-235 118-235 119-021 118-275
S2 118-110 118-110 119-002
S3 117-225 118-030 118-304
S4 117-020 117-145 118-247
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
5 120-065 118-190 1-195 1.4% 0-206 0.5% 33% False True 959,610
10 121-250 118-190 3-060 2.7% 0-228 0.6% 17% False True 1,045,478
20 121-265 117-180 4-085 3.6% 0-272 0.7% 37% False False 1,189,266
40 121-265 116-040 5-225 4.8% 0-249 0.7% 53% False False 735,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Fibonacci Retracements and Extensions
4.250 121-306
2.618 120-292
1.618 120-087
1.000 119-280
0.618 119-202
HIGH 119-075
0.618 118-317
0.500 118-292
0.382 118-268
LOW 118-190
0.618 118-063
1.000 117-305
1.618 117-178
2.618 116-293
4.250 115-279
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 119-018 119-022
PP 118-315 119-003
S1 118-292 118-305

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

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