ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 117-160 118-100 0-260 0.7% 117-030
High 117-160 118-100 0-260 0.7% 118-100
Low 117-160 118-100 0-260 0.7% 116-300
Close 118-140 118-120 -0-020 -0.1% 118-120
Range
ATR 0-126 0-119 -0-006 -4.9% 0-000
Volume 1 1 0 0.0% 18
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-107 118-113 118-120
R3 118-107 118-113 118-120
R2 118-107 118-107 118-120
R1 118-113 118-113 118-120 118-110
PP 118-107 118-107 118-107 118-105
S1 118-113 118-113 118-120 118-110
S2 118-107 118-107 118-120
S3 118-107 118-113 118-120
S4 118-107 118-113 118-120
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-000 121-180 119-042
R3 120-200 120-060 118-241
R2 119-080 119-080 118-201
R1 118-260 118-260 118-160 119-010
PP 117-280 117-280 117-280 117-315
S1 117-140 117-140 118-080 117-210
S2 116-160 116-160 118-039
S3 115-040 116-020 117-319
S4 113-240 114-220 117-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-100 116-300 1-120 1.2% 0-008 0.0% 105% True False 3
10 118-100 116-160 1-260 1.5% 0-036 0.1% 103% True False 6
20 118-100 115-220 2-200 2.2% 0-025 0.1% 102% True False 5
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
4.250 118-100
2.618 118-100
1.618 118-100
1.000 118-100
0.618 118-100
HIGH 118-100
0.618 118-100
0.500 118-100
0.382 118-100
LOW 118-100
0.618 118-100
1.000 118-100
1.618 118-100
2.618 118-100
4.250 118-100
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 118-113 118-063
PP 118-107 118-007
S1 118-100 117-270

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

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