ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 119-300 119-100 -0-200 -0.5% 117-030
High 119-300 119-130 -0-170 -0.4% 118-100
Low 119-300 119-100 -0-200 -0.5% 116-300
Close 119-300 119-200 -0-100 -0.3% 118-120
Range 0-000 0-030 0-030 1-120
ATR 0-124 0-129 0-005 4.4% 0-000
Volume 5 5 0 0.0% 18
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-233 119-247 119-216
R3 119-203 119-217 119-208
R2 119-173 119-173 119-206
R1 119-187 119-187 119-203 119-180
PP 119-143 119-143 119-143 119-140
S1 119-157 119-157 119-197 119-150
S2 119-113 119-113 119-194
S3 119-083 119-127 119-192
S4 119-053 119-097 119-184
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
5 119-300 118-100 1-200 1.4% 0-022 0.1% 81% False False 3
10 119-300 116-300 3-000 2.5% 0-015 0.0% 90% False False 5
20 119-300 116-120 3-180 3.0% 0-030 0.1% 91% False False 5
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 3 trading days
Fibonacci Retracements and Extensions
4.250 119-258
2.618 119-209
1.618 119-179
1.000 119-160
0.618 119-149
HIGH 119-130
0.618 119-119
0.500 119-115
0.382 119-111
LOW 119-100
0.618 119-081
1.000 119-070
1.618 119-051
2.618 119-021
4.250 118-292
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 119-172 119-183
PP 119-143 119-167
S1 119-115 119-150

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

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