ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 120-235 119-275 -0-280 -0.7% 120-285
High 120-305 120-080 -0-225 -0.6% 121-095
Low 119-220 119-220 0-000 0.0% 119-220
Close 119-265 120-050 0-105 0.3% 120-050
Range 1-085 0-180 -0-225 -55.6% 1-195
ATR 0-298 0-289 -0-008 -2.8% 0-000
Volume 1,381,879 1,009,045 -372,834 -27.0% 4,439,366
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 121-230 121-160 120-149
R3 121-050 120-300 120-100
R2 120-190 120-190 120-083
R1 120-120 120-120 120-066 120-155
PP 120-010 120-010 120-010 120-028
S1 119-260 119-260 120-034 119-295
S2 119-150 119-150 120-017
S3 118-290 119-080 120-000
S4 118-110 118-220 119-271
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 125-067 124-093 121-013
R3 123-192 122-218 120-192
R2 121-317 121-317 120-144
R1 121-023 121-023 120-097 120-232
PP 120-122 120-122 120-122 120-066
S1 119-148 119-148 120-003 119-038
S2 118-247 118-247 119-276
S3 117-052 117-273 119-228
S4 115-177 116-078 119-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-155 119-220 1-255 1.5% 0-266 0.7% 26% False True 1,107,508
10 121-155 119-170 1-305 1.6% 0-260 0.7% 32% False False 1,105,533
20 121-155 118-285 2-190 2.2% 0-284 0.7% 49% False False 856,906
40 124-200 118-170 6-030 5.1% 1-000 0.8% 27% False False 907,955
60 127-080 118-170 8-230 7.3% 0-303 0.8% 19% False False 612,229
80 127-080 118-170 8-230 7.3% 0-268 0.7% 19% False False 459,569
100 127-080 118-170 8-230 7.3% 0-239 0.6% 19% False False 367,676
120 127-080 118-170 8-230 7.3% 0-202 0.5% 19% False False 306,397
Crabel Price Patterns
NR True
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 0-072
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-205
2.618 121-231
1.618 121-051
1.000 120-260
0.618 120-191
HIGH 120-080
0.618 120-011
0.500 119-310
0.382 119-289
LOW 119-220
0.618 119-109
1.000 119-040
1.618 118-249
2.618 118-069
4.250 117-095
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 120-030 120-102
PP 120-010 120-085
S1 119-310 120-068

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

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