ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 117-130 117-170 0-040 0.1% 117-170
High 117-130 117-170 0-040 0.1% 117-200
Low 117-120 117-170 0-050 0.1% 117-030
Close 117-300 117-170 -0-130 -0.3% 117-230
Range 0-010 0-000 -0-010 -100.0% 0-170
ATR 0-113 0-114 0-001 1.1% 0-000
Volume 3 9 6 200.0% 28
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-170 117-170 117-170
R3 117-170 117-170 117-170
R2 117-170 117-170 117-170
R1 117-170 117-170 117-170 117-170
PP 117-170 117-170 117-170 117-170
S1 117-170 117-170 117-170 117-170
S2 117-170 117-170 117-170
S3 117-170 117-170 117-170
S4 117-170 117-170 117-170
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
5 117-290 117-030 0-260 0.7% 0-010 0.0% 54% False False 7
10 117-290 115-300 1-310 1.7% 0-015 0.0% 81% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-170
2.618 117-170
1.618 117-170
1.000 117-170
0.618 117-170
HIGH 117-170
0.618 117-170
0.500 117-170
0.382 117-170
LOW 117-170
0.618 117-170
1.000 117-170
1.618 117-170
2.618 117-170
4.250 117-170
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 117-170 117-205
PP 117-170 117-193
S1 117-170 117-182

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

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