ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 117-140 117-120 -0-020 -0.1% 116-140
High 117-140 117-120 -0-020 -0.1% 117-140
Low 117-140 117-120 -0-020 -0.1% 116-050
Close 117-140 117-120 -0-020 -0.1% 117-120
Range
ATR 0-133 0-125 -0-008 -6.1% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-120 117-120 117-120
R3 117-120 117-120 117-120
R2 117-120 117-120 117-120
R1 117-120 117-120 117-120 117-120
PP 117-120 117-120 117-120 117-120
S1 117-120 117-120 117-120 117-120
S2 117-120 117-120 117-120
S3 117-120 117-120 117-120
S4 117-120 117-120 117-120
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-267 120-123 118-026
R3 119-177 119-033 117-233
R2 118-087 118-087 117-195
R1 117-263 117-263 117-158 118-015
PP 116-317 116-317 116-317 117-032
S1 116-173 116-173 117-082 116-245
S2 115-227 115-227 117-045
S3 114-137 115-083 117-007
S4 113-047 113-313 116-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-140 116-050 1-090 1.1% 0-000 0.0% 95% False False 2
10 117-140 115-210 1-250 1.5% 0-000 0.0% 96% False False 2
20 117-140 114-220 2-240 2.3% 0-000 0.0% 98% 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
4.250 117-120
2.618 117-120
1.618 117-120
1.000 117-120
0.618 117-120
HIGH 117-120
0.618 117-120
0.500 117-120
0.382 117-120
LOW 117-120
0.618 117-120
1.000 117-120
1.618 117-120
2.618 117-120
4.250 117-120
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 117-120 117-090
PP 117-120 117-060
S1 117-120 117-030

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

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