ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 114-280 114-300 0-020 0.1% 114-280
High 114-280 114-300 0-020 0.1% 114-280
Low 114-280 114-300 0-020 0.1% 114-050
Close 114-280 114-300 0-020 0.1% 114-220
Range
ATR 0-145 0-136 -0-009 -6.2% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 114-300 114-300 114-300
R3 114-300 114-300 114-300
R2 114-300 114-300 114-300
R1 114-300 114-300 114-300 114-300
PP 114-300 114-300 114-300 114-300
S1 114-300 114-300 114-300 114-300
S2 114-300 114-300 114-300
S3 114-300 114-300 114-300
S4 114-300 114-300 114-300
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 116-233 116-137 115-026
R3 116-003 115-227 114-283
R2 115-093 115-093 114-262
R1 114-317 114-317 114-241 114-250
PP 114-183 114-183 114-183 114-150
S1 114-087 114-087 114-199 114-020
S2 113-273 113-273 114-178
S3 113-043 113-177 114-157
S4 112-133 112-267 114-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-300 114-080 0-220 0.6% 0-000 0.0% 100% True False 2
10 116-130 114-050 2-080 2.0% 0-000 0.0% 35% False False 2
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 0-000
Fibonacci Retracements and Extensions
4.250 114-300
2.618 114-300
1.618 114-300
1.000 114-300
0.618 114-300
HIGH 114-300
0.618 114-300
0.500 114-300
0.382 114-300
LOW 114-300
0.618 114-300
1.000 114-300
1.618 114-300
2.618 114-300
4.250 114-300
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 114-300 114-287
PP 114-300 114-273
S1 114-300 114-260

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

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