ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 118-190 118-120 -0-070 -0.2% 118-120
High 118-190 118-200 0-010 0.0% 119-300
Low 118-190 118-010 -0-180 -0.5% 118-120
Close 118-200 118-170 -0-030 -0.1% 119-110
Range 0-000 0-190 0-190 1-180
ATR 0-137 0-141 0-004 2.8% 0-000
Volume 8 1 -7 -87.5% 17
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-057 119-303 118-274
R3 119-187 119-113 118-222
R2 118-317 118-317 118-205
R1 118-243 118-243 118-187 118-280
PP 118-127 118-127 118-127 118-145
S1 118-053 118-053 118-153 118-090
S2 117-257 117-257 118-135
S3 117-067 117-183 118-118
S4 116-197 116-313 118-066
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
5 119-130 118-010 1-120 1.2% 0-060 0.2% 36% False True 4
10 119-300 117-160 2-140 2.1% 0-038 0.1% 42% False False 3
20 119-300 116-160 3-140 2.9% 0-039 0.1% 59% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 121-048
2.618 120-057
1.618 119-187
1.000 119-070
0.618 118-317
HIGH 118-200
0.618 118-127
0.500 118-105
0.382 118-083
LOW 118-010
0.618 117-213
1.000 117-140
1.618 117-023
2.618 116-153
4.250 115-162
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 118-148 118-148
PP 118-127 118-127
S1 118-105 118-105

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

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