ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 117-210 117-070 -0-140 -0.4% 118-180
High 117-220 117-070 -0-150 -0.4% 118-200
Low 117-210 117-060 -0-150 -0.4% 118-010
Close 117-190 117-090 -0-100 -0.3% 117-230
Range 0-010 0-010 0-000 0.0% 0-190
ATR 0-124 0-124 0-000 0.4% 0-000
Volume 13 5 -8 -61.5% 46
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-103 117-107 117-096
R3 117-093 117-097 117-093
R2 117-083 117-083 117-092
R1 117-087 117-087 117-091 117-085
PP 117-073 117-073 117-073 117-072
S1 117-077 117-077 117-089 117-075
S2 117-063 117-063 117-088
S3 117-053 117-067 117-087
S4 117-043 117-057 117-084
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
5 118-200 117-060 1-140 1.2% 0-060 0.2% 7% False True 10
10 119-300 117-060 2-240 2.3% 0-041 0.1% 3% False True 7
20 119-300 116-160 3-140 2.9% 0-042 0.1% 23% False False 7
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 117-112
2.618 117-096
1.618 117-086
1.000 117-080
0.618 117-076
HIGH 117-070
0.618 117-066
0.500 117-065
0.382 117-064
LOW 117-060
0.618 117-054
1.000 117-050
1.618 117-044
2.618 117-034
4.250 117-018
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 117-082 117-195
PP 117-073 117-160
S1 117-065 117-125

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

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