ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 117-170 117-010 -0-160 -0.4% 117-280
High 117-170 117-010 -0-160 -0.4% 118-300
Low 117-170 117-010 -0-160 -0.4% 117-280
Close 117-170 117-010 -0-160 -0.4% 118-110
Range
ATR 0-120 0-122 0-003 2.4% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-010 117-010 117-010
R3 117-010 117-010 117-010
R2 117-010 117-010 117-010
R1 117-010 117-010 117-010 117-010
PP 117-010 117-010 117-010 117-010
S1 117-010 117-010 117-010 117-010
S2 117-010 117-010 117-010
S3 117-010 117-010 117-010
S4 117-010 117-010 117-010
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-183 121-007 118-297
R3 120-163 119-307 118-204
R2 119-143 119-143 118-172
R1 118-287 118-287 118-141 119-055
PP 118-123 118-123 118-123 118-168
S1 117-267 117-267 118-079 118-035
S2 117-103 117-103 118-048
S3 116-083 116-247 118-016
S4 115-063 115-227 117-243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-110 117-010 1-100 1.1% 0-000 0.0% 0% False True 2
10 118-300 117-010 1-290 1.6% 0-000 0.0% 0% False True 2
20 118-300 115-210 3-090 2.8% 0-000 0.0% 42% False False 2
40 118-300 114-050 4-250 4.1% 0-000 0.0% 60% 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
4.250 117-010
2.618 117-010
1.618 117-010
1.000 117-010
0.618 117-010
HIGH 117-010
0.618 117-010
0.500 117-010
0.382 117-010
LOW 117-010
0.618 117-010
1.000 117-010
1.618 117-010
2.618 117-010
4.250 117-010
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 117-010 117-105
PP 117-010 117-073
S1 117-010 117-042

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

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