ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 117-100 117-180 0-080 0.2% 115-280
High 117-200 117-180 -0-020 -0.1% 116-130
Low 117-100 117-180 0-080 0.2% 115-280
Close 117-090 117-180 0-090 0.2% 116-130
Range 0-100 0-000 -0-100 -100.0% 0-170
ATR
Volume 2 12 10 500.0% 10
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-180 117-180 117-180
R3 117-180 117-180 117-180
R2 117-180 117-180 117-180
R1 117-180 117-180 117-180 117-180
PP 117-180 117-180 117-180 117-180
S1 117-180 117-180 117-180 117-180
S2 117-180 117-180 117-180
S3 117-180 117-180 117-180
S4 117-180 117-180 117-180
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
5 117-200 116-120 1-080 1.1% 0-020 0.1% 95% False False 4
10 117-200 115-080 2-120 2.0% 0-010 0.0% 97% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-180
2.618 117-180
1.618 117-180
1.000 117-180
0.618 117-180
HIGH 117-180
0.618 117-180
0.500 117-180
0.382 117-180
LOW 117-180
0.618 117-180
1.000 117-180
1.618 117-180
2.618 117-180
4.250 117-180
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 117-180 117-170
PP 117-180 117-160
S1 117-180 117-150

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

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