ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	119-305	120-245	0-260	0.7%	120-095
High	120-285	121-005	0-040	0.1%	120-285
Low	119-170	120-195	1-025	0.9%	119-045
Close	120-215	120-280	0-065	0.2%	120-215
Range	1-115	0-130	-0-305	-70.1%	1-240
ATR	1-010	0-315	-0-014	-4.3%	0-000
Volume	1,426,410	761,488	-664,922	-46.6%	5,258,412

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-017	121-278	121-032
R3	121-207	121-148	120-316
R2	121-077	121-077	120-304
R1	121-018	121-018	120-292	121-048
PP	120-267	120-267	120-267	120-281
S1	120-208	120-208	120-268	120-238
S2	120-137	120-137	120-256
S3	120-007	120-078	120-244
S4	119-197	119-268	120-208

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-155	124-265	121-203
R3	123-235	123-025	121-049
R2	121-315	121-315	120-318
R1	121-105	121-105	120-266	121-210
PP	120-075	120-075	120-075	120-128
S1	119-185	119-185	120-164	119-290
S2	118-155	118-155	120-112
S3	116-235	117-265	120-061
S4	114-315	116-025	119-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-005	119-045	1-280	1.6%	0-300	0.8%	93%	True	False	1,064,232
10	121-005	118-285	2-040	1.8%	0-310	0.8%	93%	True	False	761,924
20	121-005	118-170	2-155	2.1%	1-000	0.8%	94%	True	False	767,209
40	126-060	118-170	7-210	6.3%	1-010	0.9%	31%	False	False	693,803
60	127-080	118-170	8-230	7.2%	0-295	0.8%	27%	False	False	464,902
80	127-080	118-170	8-230	7.2%	0-260	0.7%	27%	False	False	348,747
100	127-080	118-170	8-230	7.2%	0-220	0.6%	27%	False	False	279,002
120	127-080	118-170	8-230	7.2%	0-185	0.5%	27%	False	False	232,502

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-062
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	122-238
2.618	122-025
1.618	121-215
1.000	121-135
0.618	121-085
HIGH	121-005
0.618	120-275
0.500	120-260
0.382	120-245
LOW	120-195
0.618	120-115
1.000	120-065
1.618	119-305
2.618	119-175
4.250	118-282

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	120-273	120-205
PP	120-267	120-130
S1	120-260	120-055

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols