ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 118-010 117-210 -0-120 -0.3% 118-180
High 118-010 117-220 -0-110 -0.3% 118-200
Low 118-010 117-210 -0-120 -0.3% 118-010
Close 117-230 117-190 -0-040 -0.1% 117-230
Range 0-000 0-010 0-010 0-190
ATR 0-132 0-124 -0-008 -6.1% 0-000
Volume 10 13 3 30.0% 46
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-237 117-223 117-196
R3 117-227 117-213 117-193
R2 117-217 117-217 117-192
R1 117-203 117-203 117-191 117-205
PP 117-207 117-207 117-207 117-208
S1 117-193 117-193 117-189 117-195
S2 117-197 117-197 117-188
S3 117-187 117-183 117-187
S4 117-177 117-173 117-184
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-290 119-130 118-014
R3 119-100 118-260 117-282
R2 118-230 118-230 117-265
R1 118-070 118-070 117-247 118-055
PP 118-040 118-040 118-040 118-032
S1 117-200 117-200 117-213 117-185
S2 117-170 117-170 117-195
S3 116-300 117-010 117-178
S4 116-110 116-140 117-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-200 117-210 0-310 0.8% 0-058 0.2% -6% False True 11
10 119-300 117-210 2-090 1.9% 0-040 0.1% -3% False True 7
20 119-300 116-160 3-140 2.9% 0-042 0.1% 32% False False 7
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 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-262
2.618 117-246
1.618 117-236
1.000 117-230
0.618 117-226
HIGH 117-220
0.618 117-216
0.500 117-215
0.382 117-214
LOW 117-210
0.618 117-204
1.000 117-200
1.618 117-194
2.618 117-184
4.250 117-168
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 117-215 117-315
PP 117-207 117-273
S1 117-198 117-232

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

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