ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 116-090 116-180 0-090 0.2% 114-280
High 116-090 116-180 0-090 0.2% 115-130
Low 116-090 116-180 0-090 0.2% 114-280
Close 116-090 116-180 0-090 0.2% 115-130
Range
ATR 0-132 0-129 -0-003 -2.3% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 116-180 116-180 116-180
R3 116-180 116-180 116-180
R2 116-180 116-180 116-180
R1 116-180 116-180 116-180 116-180
PP 116-180 116-180 116-180 116-180
S1 116-180 116-180 116-180 116-180
S2 116-180 116-180 116-180
S3 116-180 116-180 116-180
S4 116-180 116-180 116-180
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 116-263 116-207 115-224
R3 116-093 116-037 115-177
R2 115-243 115-243 115-161
R1 115-187 115-187 115-146 115-215
PP 115-073 115-073 115-073 115-088
S1 115-017 115-017 115-114 115-045
S2 114-223 114-223 115-099
S3 114-053 114-167 115-083
S4 113-203 113-317 115-036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-180 115-120 1-060 1.0% 0-000 0.0% 100% True False 2
10 116-180 114-080 2-100 2.0% 0-000 0.0% 100% True False 2
20 117-240 114-050 3-190 3.1% 0-000 0.0% 67% 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
4.250 116-180
2.618 116-180
1.618 116-180
1.000 116-180
0.618 116-180
HIGH 116-180
0.618 116-180
0.500 116-180
0.382 116-180
LOW 116-180
0.618 116-180
1.000 116-180
1.618 116-180
2.618 116-180
4.250 116-180
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 116-180 116-165
PP 116-180 116-150
S1 116-180 116-135

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

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