ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 117-050 117-030 -0-020 -0.1% 117-290
High 117-050 117-030 -0-020 -0.1% 117-290
Low 117-050 117-010 -0-040 -0.1% 116-160
Close 117-140 117-140 0-000 0.0% 117-140
Range 0-000 0-020 0-020 1-130
ATR 0-132 0-132 0-000 -0.1% 0-000
Volume 27 1 -26 -96.3% 51
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-120 117-150 117-151
R3 117-100 117-130 117-146
R2 117-080 117-080 117-144
R1 117-110 117-110 117-142 117-095
PP 117-060 117-060 117-060 117-052
S1 117-090 117-090 117-138 117-075
S2 117-040 117-040 117-136
S3 117-020 117-070 117-134
S4 117-000 117-050 117-129
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-160 120-280 118-068
R3 120-030 119-150 117-264
R2 118-220 118-220 117-222
R1 118-020 118-020 117-181 117-215
PP 117-090 117-090 117-090 117-028
S1 116-210 116-210 117-099 116-085
S2 115-280 115-280 117-058
S3 114-150 115-080 117-016
S4 113-020 113-270 116-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-170 116-160 1-010 0.9% 0-068 0.2% 91% False False 9
10 117-290 116-160 1-130 1.2% 0-048 0.1% 67% False False 8
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
4.250 117-115
2.618 117-082
1.618 117-062
1.000 117-050
0.618 117-042
HIGH 117-030
0.618 117-022
0.500 117-020
0.382 117-018
LOW 117-010
0.618 116-318
1.000 116-310
1.618 116-298
2.618 116-278
4.250 116-245
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 117-100 117-092
PP 117-060 117-043
S1 117-020 116-315

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

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