ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 117-070 117-170 0-100 0.3% 118-180
High 117-070 117-220 0-150 0.4% 118-200
Low 117-060 117-170 0-110 0.3% 118-010
Close 117-090 117-210 0-120 0.3% 117-230
Range 0-010 0-050 0-040 400.0% 0-190
ATR 0-124 0-125 0-000 0.3% 0-000
Volume 5 29 24 480.0% 46
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-030 118-010 117-238
R3 117-300 117-280 117-224
R2 117-250 117-250 117-219
R1 117-230 117-230 117-215 117-240
PP 117-200 117-200 117-200 117-205
S1 117-180 117-180 117-205 117-190
S2 117-150 117-150 117-201
S3 117-100 117-130 117-196
S4 117-050 117-080 117-182
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
5 118-100 117-060 1-040 1.0% 0-032 0.1% 42% False False 16
10 119-130 117-060 2-070 1.9% 0-046 0.1% 21% False False 10
20 119-300 116-160 3-140 2.9% 0-044 0.1% 34% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 118-112
2.618 118-031
1.618 117-301
1.000 117-270
0.618 117-251
HIGH 117-220
0.618 117-201
0.500 117-195
0.382 117-189
LOW 117-170
0.618 117-139
1.000 117-120
1.618 117-089
2.618 117-039
4.250 116-278
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 117-205 117-187
PP 117-200 117-163
S1 117-195 117-140

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

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