ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 114-300 115-120 0-140 0.4% 114-280
High 114-300 115-120 0-140 0.4% 114-280
Low 114-300 115-120 0-140 0.4% 114-050
Close 114-300 115-120 0-140 0.4% 114-220
Range
ATR 0-126 0-127 0-001 0.8% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 115-120 115-120 115-120
R3 115-120 115-120 115-120
R2 115-120 115-120 115-120
R1 115-120 115-120 115-120 115-120
PP 115-120 115-120 115-120 115-120
S1 115-120 115-120 115-120 115-120
S2 115-120 115-120 115-120
S3 115-120 115-120 115-120
S4 115-120 115-120 115-120
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
5 115-120 114-220 0-220 0.6% 0-000 0.0% 100% True False 2
10 115-120 114-050 1-070 1.1% 0-000 0.0% 100% True 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
4.250 115-120
2.618 115-120
1.618 115-120
1.000 115-120
0.618 115-120
HIGH 115-120
0.618 115-120
0.500 115-120
0.382 115-120
LOW 115-120
0.618 115-120
1.000 115-120
1.618 115-120
2.618 115-120
4.250 115-120
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 115-120 115-097
PP 115-120 115-073
S1 115-120 115-050

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

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