ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 118-195 118-210 0-015 0.0% 121-100
High 118-225 118-235 0-010 0.0% 121-145
Low 118-070 117-260 -0-130 -0.3% 118-125
Close 118-195 117-315 -0-200 -0.5% 118-185
Range 0-155 0-295 0-140 90.3% 3-020
ATR 0-283 0-284 0-001 0.3% 0-000
Volume 909,243 1,068,875 159,632 17.6% 6,104,672
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-302 120-123 118-157
R3 120-007 119-148 118-076
R2 119-032 119-032 118-049
R1 118-173 118-173 118-022 118-115
PP 118-057 118-057 118-057 118-028
S1 117-198 117-198 117-288 117-140
S2 117-082 117-082 117-261
S3 116-107 116-223 117-234
S4 115-132 115-248 117-153
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 128-212 126-218 120-084
R3 125-192 123-198 119-134
R2 122-172 122-172 119-045
R1 120-178 120-178 118-275 120-005
PP 119-152 119-152 119-152 119-065
S1 117-158 117-158 118-095 116-305
S2 116-132 116-132 118-005
S3 113-112 114-138 117-236
S4 110-092 111-118 116-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-225 117-260 2-285 2.5% 0-288 0.8% 6% False True 1,208,690
10 121-145 117-260 3-205 3.1% 0-282 0.7% 5% False True 1,172,808
20 121-155 117-260 3-215 3.1% 0-267 0.7% 5% False True 1,128,954
40 121-155 117-260 3-215 3.1% 0-294 0.8% 5% False True 948,081
60 126-060 117-260 8-120 7.1% 0-309 0.8% 2% False True 838,853
80 127-080 117-260 9-140 8.0% 0-288 0.8% 2% False True 630,915
100 127-080 117-260 9-140 8.0% 0-262 0.7% 2% False True 504,788
120 127-080 117-260 9-140 8.0% 0-228 0.6% 2% False True 420,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-209
2.618 121-047
1.618 120-072
1.000 119-210
0.618 119-097
HIGH 118-235
0.618 118-122
0.500 118-088
0.382 118-053
LOW 117-260
0.618 117-078
1.000 116-285
1.618 116-103
2.618 115-128
4.250 113-286
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 118-088 118-242
PP 118-057 118-160
S1 118-026 118-078

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.