ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 118-120 118-100 -0-020 -0.1% 118-120
High 118-200 118-100 -0-100 -0.3% 119-300
Low 118-010 118-010 0-000 0.0% 118-120
Close 118-170 118-010 -0-160 -0.4% 119-110
Range 0-190 0-090 -0-100 -52.6% 1-180
ATR 0-141 0-142 0-001 1.0% 0-000
Volume 1 24 23 2,300.0% 17
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-310 118-250 118-060
R3 118-220 118-160 118-035
R2 118-130 118-130 118-026
R1 118-070 118-070 118-018 118-055
PP 118-040 118-040 118-040 118-032
S1 117-300 117-300 118-002 117-285
S2 117-270 117-270 117-314
S3 117-180 117-210 117-305
S4 117-090 117-120 117-280
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
5 119-110 118-010 1-100 1.1% 0-072 0.2% 0% False True 7
10 119-300 118-010 1-290 1.6% 0-047 0.1% 0% False True 5
20 119-300 116-160 3-140 2.9% 0-044 0.1% 45% False False 6
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-162
2.618 119-016
1.618 118-246
1.000 118-190
0.618 118-156
HIGH 118-100
0.618 118-066
0.500 118-055
0.382 118-044
LOW 118-010
0.618 117-274
1.000 117-240
1.618 117-184
2.618 117-094
4.250 116-268
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 118-055 118-105
PP 118-040 118-073
S1 118-025 118-042

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

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