ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 117-030 117-000 -0-030 -0.1% 117-290
High 117-030 117-000 -0-030 -0.1% 117-290
Low 117-010 116-300 -0-030 -0.1% 116-160
Close 117-140 117-050 -0-090 -0.2% 117-140
Range 0-020 0-020 0-000 0.0% 1-130
ATR 0-132 0-134 0-002 1.5% 0-000
Volume 1 12 11 1,100.0% 51
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-070 117-080 117-061
R3 117-050 117-060 117-056
R2 117-030 117-030 117-054
R1 117-040 117-040 117-052 117-035
PP 117-010 117-010 117-010 117-008
S1 117-020 117-020 117-048 117-015
S2 116-310 116-310 117-046
S3 116-290 117-000 117-044
S4 116-270 116-300 117-039
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% 0-070 0.2% 64% False False 11
10 117-290 116-160 1-130 1.2% 0-050 0.1% 47% False False 9
Crabel Price Patterns
NR False
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 False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 117-085
2.618 117-052
1.618 117-032
1.000 117-020
0.618 117-012
HIGH 117-000
0.618 116-312
0.500 116-310
0.382 116-308
LOW 116-300
0.618 116-288
1.000 116-280
1.618 116-268
2.618 116-248
4.250 116-215
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 117-030 117-038
PP 117-010 117-027
S1 116-310 117-015

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

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