ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 117-180 117-030 -0-150 -0.4% 117-170
High 117-180 117-070 -0-110 -0.3% 117-200
Low 117-180 117-030 -0-150 -0.4% 117-030
Close 117-180 117-230 0-050 0.1% 117-230
Range 0-000 0-040 0-040 0-170
ATR
Volume 12 12 0 0.0% 28
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-230 117-270 117-252
R3 117-190 117-230 117-241
R2 117-150 117-150 117-237
R1 117-190 117-190 117-234 117-170
PP 117-110 117-110 117-110 117-100
S1 117-150 117-150 117-226 117-130
S2 117-070 117-070 117-223
S3 117-030 117-110 117-219
S4 116-310 117-070 117-208
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-023 118-297 118-004
R3 118-173 118-127 117-277
R2 118-003 118-003 117-261
R1 117-277 117-277 117-246 117-300
PP 117-153 117-153 117-153 117-165
S1 117-107 117-107 117-214 117-130
S2 116-303 116-303 117-199
S3 116-133 116-257 117-183
S4 115-283 116-087 117-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-200 116-130 1-070 1.0% 0-028 0.1% 108% False False 6
10 117-200 115-220 1-300 1.6% 0-014 0.0% 105% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-240
2.618 117-175
1.618 117-135
1.000 117-110
0.618 117-095
HIGH 117-070
0.618 117-055
0.500 117-050
0.382 117-045
LOW 117-030
0.618 117-005
1.000 116-310
1.618 116-285
2.618 116-245
4.250 116-180
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 117-170 117-192
PP 117-110 117-153
S1 117-050 117-115

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

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