ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 120-105 119-290 -0-135 -0.4% 120-050
High 120-225 119-315 -0-230 -0.6% 121-100
Low 119-225 119-065 -0-160 -0.4% 119-280
Close 119-285 119-140 -0-145 -0.4% 121-050
Range 1-000 0-250 -0-070 -21.9% 1-140
ATR 0-285 0-283 -0-003 -0.9% 0-000
Volume 1,141,970 1,325,973 184,003 16.1% 5,628,858
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-283 121-142 119-278
R3 121-033 120-212 119-209
R2 120-103 120-103 119-186
R1 119-282 119-282 119-163 119-228
PP 119-173 119-173 119-173 119-146
S1 119-032 119-032 119-117 118-298
S2 118-243 118-243 119-094
S3 117-313 118-102 119-071
S4 117-063 117-172 119-002
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
5 121-145 119-065 2-080 1.9% 0-292 0.8% 10% False True 1,170,540
10 121-145 119-065 2-080 1.9% 0-261 0.7% 10% False True 1,114,518
20 121-155 119-065 2-090 1.9% 0-262 0.7% 10% False True 1,108,930
40 121-210 118-170 3-040 2.6% 0-300 0.8% 29% False False 950,577
60 126-260 118-170 8-090 6.9% 0-310 0.8% 11% False False 779,824
80 127-080 118-170 8-230 7.3% 0-284 0.7% 10% False False 586,252
100 127-080 118-170 8-230 7.3% 0-256 0.7% 10% False False 469,033
120 127-080 118-170 8-230 7.3% 0-220 0.6% 10% False False 390,864
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 123-098
2.618 122-010
1.618 121-080
1.000 120-245
0.618 120-150
HIGH 119-315
0.618 119-220
0.500 119-190
0.382 119-160
LOW 119-065
0.618 118-230
1.000 118-135
1.618 117-300
2.618 117-050
4.250 115-282
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 119-190 120-012
PP 119-173 119-268
S1 119-157 119-204

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

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