ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 118-120 119-000 0-200 0.5% 117-030
High 118-200 119-000 0-120 0.3% 118-100
Low 118-120 119-000 0-200 0.5% 116-300
Close 118-280 119-010 0-050 0.1% 118-120
Range 0-080 0-000 -0-080 -100.0% 1-120
ATR 0-117 0-111 -0-005 -4.7% 0-000
Volume 1 3 2 200.0% 18
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-003 119-007 119-010
R3 119-003 119-007 119-010
R2 119-003 119-003 119-010
R1 119-007 119-007 119-010 119-005
PP 119-003 119-003 119-003 119-002
S1 119-007 119-007 119-010 119-005
S2 119-003 119-003 119-010
S3 119-003 119-007 119-010
S4 119-003 119-007 119-010
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
5 119-000 117-120 1-200 1.4% 0-016 0.0% 102% True False 1
10 119-000 116-160 2-160 2.1% 0-043 0.1% 101% True False 6
20 119-000 115-300 3-020 2.6% 0-029 0.1% 101% True False 5
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 False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-000
2.618 119-000
1.618 119-000
1.000 119-000
0.618 119-000
HIGH 119-000
0.618 119-000
0.500 119-000
0.382 119-000
LOW 119-000
0.618 119-000
1.000 119-000
1.618 119-000
2.618 119-000
4.250 119-000
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 119-007 118-290
PP 119-003 118-250
S1 119-000 118-210

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

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