ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 121-100 120-265 -0-155 -0.4% 120-050
High 121-145 120-280 -0-185 -0.5% 121-100
Low 120-195 120-020 -0-175 -0.5% 119-280
Close 120-255 120-095 -0-160 -0.4% 121-050
Range 0-270 0-260 -0-010 -3.7% 1-140
ATR 0-284 0-283 -0-002 -0.6% 0-000
Volume 960,781 1,078,559 117,778 12.3% 5,628,858
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 122-272 122-123 120-238
R3 122-012 121-183 120-166
R2 121-072 121-072 120-143
R1 120-243 120-243 120-119 120-188
PP 120-132 120-132 120-132 120-104
S1 119-303 119-303 120-071 119-248
S2 119-192 119-192 120-047
S3 118-252 119-043 120-024
S4 117-312 118-103 119-272
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 125-030 124-180 121-303
R3 123-210 123-040 121-176
R2 122-070 122-070 121-134
R1 121-220 121-220 121-092 121-305
PP 120-250 120-250 120-250 120-292
S1 120-080 120-080 121-008 120-165
S2 119-110 119-110 120-286
S3 117-290 118-260 120-244
S4 116-150 117-120 120-117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-145 119-280 1-185 1.3% 0-276 0.7% 27% False False 1,136,927
10 121-145 119-220 1-245 1.5% 0-262 0.7% 35% False False 1,098,374
20 121-155 119-045 2-110 1.9% 0-270 0.7% 49% False False 1,092,839
40 123-120 118-170 4-270 4.0% 0-308 0.8% 36% False False 943,778
60 127-020 118-170 8-170 7.1% 0-308 0.8% 21% False False 739,515
80 127-080 118-170 8-230 7.2% 0-280 0.7% 20% False False 555,407
100 127-080 118-170 8-230 7.2% 0-251 0.7% 20% False False 444,354
120 127-080 118-170 8-230 7.2% 0-216 0.6% 20% False False 370,298
Crabel Price Patterns
NR True
NR4 True
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 0-064
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-105
2.618 123-001
1.618 122-061
1.000 121-220
0.618 121-121
HIGH 120-280
0.618 120-181
0.500 120-150
0.382 120-119
LOW 120-020
0.618 119-179
1.000 119-080
1.618 118-239
2.618 117-299
4.250 116-195
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 120-150 120-242
PP 120-132 120-193
S1 120-113 120-144

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

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