ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 118-065 118-150 0-085 0.2% 118-195
High 118-295 118-245 -0-050 -0.1% 118-295
Low 118-050 118-095 0-045 0.1% 117-220
Close 118-160 118-200 0-040 0.1% 118-160
Range 0-245 0-150 -0-095 -38.8% 1-075
ATR 0-280 0-270 -0-009 -3.3% 0-000
Volume 1,200,299 783,579 -416,720 -34.7% 5,827,565
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-310 119-245 118-282
R3 119-160 119-095 118-241
R2 119-010 119-010 118-228
R1 118-265 118-265 118-214 118-298
PP 118-180 118-180 118-180 118-196
S1 118-115 118-115 118-186 118-148
S2 118-030 118-030 118-172
S3 117-200 117-285 118-159
S4 117-050 117-135 118-118
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 122-023 121-167 119-057
R3 120-268 120-092 118-269
R2 119-193 119-193 118-232
R1 119-017 119-017 118-196 118-228
PP 118-118 118-118 118-118 118-064
S1 117-262 117-262 118-124 117-152
S2 117-043 117-043 118-088
S3 115-288 116-187 118-051
S4 114-213 115-112 117-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-295 117-220 1-075 1.0% 0-246 0.6% 76% False False 1,140,380
10 120-280 117-220 3-060 2.7% 0-264 0.7% 29% False False 1,175,503
20 121-145 117-220 3-245 3.2% 0-267 0.7% 25% False False 1,139,202
40 121-155 117-220 3-255 3.2% 0-273 0.7% 25% False False 951,519
60 124-300 117-220 7-080 6.1% 0-300 0.8% 13% False False 915,047
80 127-080 117-220 9-180 8.1% 0-289 0.8% 10% False False 688,586
100 127-080 117-220 9-180 8.1% 0-264 0.7% 10% False False 551,118
120 127-080 117-220 9-180 8.1% 0-235 0.6% 10% False False 459,269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 120-242
2.618 119-318
1.618 119-168
1.000 119-075
0.618 119-018
HIGH 118-245
0.618 118-188
0.500 118-170
0.382 118-152
LOW 118-095
0.618 118-002
1.000 117-265
1.618 117-172
2.618 117-022
4.250 116-098
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 118-190 118-183
PP 118-180 118-167
S1 118-170 118-150

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

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