ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 27-Jan-2011

Day Change Summary
	Previous	Current
	26-Jan-2011	27-Jan-2011	Change	Change %	Previous Week
Open	120-260	120-110	-0-150	-0.4%	120-285
High	120-265	120-235	-0-030	-0.1%	121-095
Low	120-050	119-280	-0-090	-0.2%	119-220
Close	120-080	120-215	0-135	0.4%	120-050
Range	0-215	0-275	0-060	27.9%	1-195
ATR	0-280	0-280	0-000	-0.1%	0-000
Volume	1,020,517	1,279,363	258,846	25.4%	4,439,366

Daily Pivots for day following 27-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-002	122-223	121-046
R3	122-047	121-268	120-291
R2	121-092	121-092	120-265
R1	120-313	120-313	120-240	121-042
PP	120-137	120-137	120-137	120-161
S1	120-038	120-038	120-190	120-088
S2	119-182	119-182	120-165
S3	118-227	119-083	120-139
S4	117-272	118-128	120-064

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	121-015	119-220	1-115	1.1%	0-230	0.6%	72%	False	False	1,058,497
10	121-155	119-220	1-255	1.5%	0-257	0.7%	55%	False	False	1,109,484
20	121-155	119-045	2-110	1.9%	0-259	0.7%	65%	False	False	989,375
40	124-050	118-170	5-200	4.7%	0-315	0.8%	38%	False	False	958,733
60	127-080	118-170	8-230	7.2%	0-306	0.8%	25%	False	False	683,398
80	127-080	118-170	8-230	7.2%	0-274	0.7%	25%	False	False	513,102
100	127-080	118-170	8-230	7.2%	0-245	0.6%	25%	False	False	410,510
120	127-080	118-170	8-230	7.2%	0-208	0.5%	25%	False	False	342,092

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-072
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-124
2.618	122-315
1.618	122-040
1.000	121-190
0.618	121-085
HIGH	120-235
0.618	120-130
0.500	120-098
0.382	120-065
LOW	119-280
0.618	119-110
1.000	119-005
1.618	118-155
2.618	117-200
4.250	116-071

Fisher Pivots for day following 27-Jan-2011
Pivot	1 day	3 day
R1	120-176	120-192
PP	120-137	120-170
S1	120-098	120-148

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