ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 118-150 118-160 0-010 0.0% 118-195
High 118-245 118-250 0-005 0.0% 118-295
Low 118-095 118-070 -0-025 -0.1% 117-220
Close 118-200 118-205 0-005 0.0% 118-160
Range 0-150 0-180 0-030 20.0% 1-075
ATR 0-270 0-264 -0-006 -2.4% 0-000
Volume 783,579 1,056,525 272,946 34.8% 5,827,565
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-075 120-000 118-304
R3 119-215 119-140 118-254
R2 119-035 119-035 118-238
R1 118-280 118-280 118-222 118-318
PP 118-175 118-175 118-175 118-194
S1 118-100 118-100 118-188 118-138
S2 117-315 117-315 118-172
S3 117-135 117-240 118-156
S4 116-275 117-060 118-106
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% 0-223 0.6% 77% False False 1,137,910
10 120-225 117-220 3-005 2.5% 0-256 0.7% 32% False False 1,173,300
20 121-145 117-220 3-245 3.2% 0-258 0.7% 25% False False 1,135,837
40 121-155 117-220 3-255 3.2% 0-270 0.7% 25% False False 958,636
60 124-300 117-220 7-080 6.1% 0-299 0.8% 13% False False 932,197
80 127-080 117-220 9-180 8.1% 0-289 0.8% 10% False False 701,746
100 127-080 117-220 9-180 8.1% 0-264 0.7% 10% False False 561,683
120 127-080 117-220 9-180 8.1% 0-236 0.6% 10% False False 468,073
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-055
2.618 120-081
1.618 119-221
1.000 119-110
0.618 119-041
HIGH 118-250
0.618 118-181
0.500 118-160
0.382 118-139
LOW 118-070
0.618 117-279
1.000 117-210
1.618 117-099
2.618 116-239
4.250 115-265
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 118-190 118-194
PP 118-175 118-183
S1 118-160 118-172

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

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