ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 117-170 117-100 -0-070 -0.2% 115-280
High 117-170 117-200 0-030 0.1% 116-130
Low 117-170 117-100 -0-070 -0.2% 115-280
Close 117-170 117-090 -0-080 -0.2% 116-130
Range 0-000 0-100 0-100 0-170
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-110 118-040 117-145
R3 118-010 117-260 117-118
R2 117-230 117-230 117-108
R1 117-160 117-160 117-099 117-145
PP 117-130 117-130 117-130 117-122
S1 117-060 117-060 117-081 117-045
S2 117-030 117-030 117-072
S3 116-250 116-280 117-062
S4 116-150 116-180 117-035
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-263 117-207 116-224
R3 117-093 117-037 116-177
R2 116-243 116-243 116-161
R1 116-187 116-187 116-146 116-215
PP 116-073 116-073 116-073 116-088
S1 116-017 116-017 116-114 116-045
S2 115-223 115-223 116-099
S3 115-053 115-167 116-083
S4 114-203 114-317 116-036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-200 115-300 1-220 1.4% 0-020 0.1% 80% True False 2
10 117-200 115-080 2-120 2.0% 0-010 0.0% 86% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 118-305
2.618 118-142
1.618 118-042
1.000 117-300
0.618 117-262
HIGH 117-200
0.618 117-162
0.500 117-150
0.382 117-138
LOW 117-100
0.618 117-038
1.000 117-000
1.618 116-258
2.618 116-158
4.250 115-315
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 117-150 117-062
PP 117-130 117-033
S1 117-110 117-005

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

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