ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 117-170 117-260 0-090 0.2% 118-180
High 117-220 117-310 0-090 0.2% 118-200
Low 117-170 117-230 0-060 0.2% 118-010
Close 117-210 117-180 -0-030 -0.1% 117-230
Range 0-050 0-080 0-030 60.0% 0-190
ATR 0-125 0-123 -0-002 -1.4% 0-000
Volume 29 29 0 0.0% 46
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-160 118-090 117-224
R3 118-080 118-010 117-202
R2 118-000 118-000 117-195
R1 117-250 117-250 117-187 117-245
PP 117-240 117-240 117-240 117-238
S1 117-170 117-170 117-173 117-165
S2 117-160 117-160 117-165
S3 117-080 117-090 117-158
S4 117-000 117-010 117-136
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
5 118-010 117-060 0-270 0.7% 0-030 0.1% 44% False False 17
10 119-110 117-060 2-050 1.8% 0-051 0.1% 17% False False 12
20 119-300 116-300 3-000 2.6% 0-033 0.1% 21% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-010
2.618 118-199
1.618 118-119
1.000 118-070
0.618 118-039
HIGH 117-310
0.618 117-279
0.500 117-270
0.382 117-261
LOW 117-230
0.618 117-181
1.000 117-150
1.618 117-101
2.618 117-021
4.250 116-210
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 117-270 117-185
PP 117-240 117-183
S1 117-210 117-182

Download as Excel Spreadsheet

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

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