ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 117-150 117-050 -0-100 -0.3% 117-290
High 117-150 117-050 -0-100 -0.3% 117-290
Low 116-160 117-050 0-210 0.6% 116-160
Close 116-210 117-140 0-250 0.7% 117-140
Range 0-310 0-000 -0-310 -100.0% 1-130
ATR 0-130 0-132 0-002 1.7% 0-000
Volume 9 27 18 200.0% 51
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-080 117-110 117-140
R3 117-080 117-110 117-140
R2 117-080 117-080 117-140
R1 117-110 117-110 117-140 117-095
PP 117-080 117-080 117-080 117-072
S1 117-110 117-110 117-140 117-095
S2 117-080 117-080 117-140
S3 117-080 117-110 117-140
S4 117-080 117-110 117-140
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-160 120-280 118-068
R3 120-030 119-150 117-264
R2 118-220 118-220 117-222
R1 118-020 118-020 117-181 117-215
PP 117-090 117-090 117-090 117-028
S1 116-210 116-210 117-099 116-085
S2 115-280 115-280 117-058
S3 114-150 115-080 117-016
S4 113-020 113-270 116-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-290 116-160 1-130 1.2% 0-064 0.2% 67% False False 10
10 117-290 116-130 1-160 1.3% 0-046 0.1% 69% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-050
2.618 117-050
1.618 117-050
1.000 117-050
0.618 117-050
HIGH 117-050
0.618 117-050
0.500 117-050
0.382 117-050
LOW 117-050
0.618 117-050
1.000 117-050
1.618 117-050
2.618 117-050
4.250 117-050
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 117-110 117-095
PP 117-080 117-050
S1 117-050 117-005

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

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