ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 119-110 118-180 -0-250 -0.7% 118-120
High 119-110 118-180 -0-250 -0.7% 119-300
Low 119-110 118-100 -1-010 -0.9% 118-120
Close 119-110 118-270 -0-160 -0.4% 119-110
Range 0-000 0-080 0-080 1-180
ATR 0-127 0-141 0-015 11.5% 0-000
Volume 3 3 0 0.0% 17
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-103 119-107 118-314
R3 119-023 119-027 118-292
R2 118-263 118-263 118-285
R1 118-267 118-267 118-277 118-265
PP 118-183 118-183 118-183 118-182
S1 118-187 118-187 118-263 118-185
S2 118-103 118-103 118-255
S3 118-023 118-107 118-248
S4 117-263 118-027 118-226
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 123-290 123-060 120-065
R3 122-110 121-200 119-248
R2 120-250 120-250 119-202
R1 120-020 120-020 119-156 120-135
PP 119-070 119-070 119-070 119-128
S1 118-160 118-160 119-064 118-275
S2 117-210 117-210 119-018
S3 116-030 116-300 118-292
S4 114-170 115-120 118-155
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% 33% False True 3
10 119-300 116-300 3-000 2.5% 0-021 0.1% 64% False False 3
20 119-300 116-160 3-140 2.9% 0-034 0.1% 68% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 119-200
2.618 119-069
1.618 118-309
1.000 118-260
0.618 118-229
HIGH 118-180
0.618 118-149
0.500 118-140
0.382 118-131
LOW 118-100
0.618 118-051
1.000 118-020
1.618 117-291
2.618 117-211
4.250 117-080
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 118-227 118-275
PP 118-183 118-273
S1 118-140 118-272

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

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