ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 116-210 116-180 -0-030 -0.1% 117-270
High 116-210 116-180 -0-030 -0.1% 117-270
Low 116-210 116-180 -0-030 -0.1% 116-230
Close 116-210 116-180 -0-030 -0.1% 116-230
Range
ATR 0-114 0-108 -0-006 -5.3% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 31-Mar-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 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-150 119-230 117-108
R3 119-110 118-190 117-009
R2 118-070 118-070 116-296
R1 117-150 117-150 116-263 117-090
PP 117-030 117-030 117-030 117-000
S1 116-110 116-110 116-197 116-050
S2 115-310 115-310 116-164
S3 114-270 115-070 116-131
S4 113-230 114-030 116-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-230 116-090 0-140 0.4% 0-000 0.0% 64% False False 2
10 118-110 116-090 2-020 1.8% 0-000 0.0% 14% False False 2
20 118-300 116-050 2-250 2.4% 0-000 0.0% 15% False False 2
40 118-300 114-050 4-250 4.1% 0-000 0.0% 50% 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 True
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 31-Mar-2011
Pivot 1 day 3 day
R1 116-180 116-170
PP 116-180 116-160
S1 116-180 116-150

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

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