ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	118-160	118-220	0-060	0.2%	118-195
High	118-250	118-300	0-050	0.1%	118-295
Low	118-070	118-110	0-040	0.1%	117-220
Close	118-205	118-190	-0-015	0.0%	118-160
Range	0-180	0-190	0-010	5.6%	1-075
ATR	0-264	0-259	-0-005	-2.0%	0-000
Volume	1,056,525	1,393,391	336,866	31.9%	5,827,565

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-130	120-030	118-294
R3	119-260	119-160	118-242
R2	119-070	119-070	118-225
R1	118-290	118-290	118-207	118-245
PP	118-200	118-200	118-200	118-178
S1	118-100	118-100	118-173	118-055
S2	118-010	118-010	118-155
S3	117-140	117-230	118-138
S4	116-270	117-040	118-086

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	118-300	118-005	0-295	0.8%	0-197	0.5%	63%	True	False	1,135,436
10	119-315	117-220	2-095	1.9%	0-242	0.6%	39%	False	False	1,198,442
20	121-145	117-220	3-245	3.2%	0-260	0.7%	24%	False	False	1,159,275
40	121-155	117-220	3-255	3.2%	0-267	0.7%	24%	False	False	975,670
60	124-300	117-220	7-080	6.1%	0-300	0.8%	13%	False	False	954,495
80	127-080	117-220	9-180	8.1%	0-290	0.8%	9%	False	False	719,143
100	127-080	117-220	9-180	8.1%	0-264	0.7%	9%	False	False	575,614
120	127-080	117-220	9-180	8.1%	0-238	0.6%	9%	False	False	479,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-059
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-148
2.618	120-157
1.618	119-287
1.000	119-170
0.618	119-097
HIGH	118-300
0.618	118-227
0.500	118-205
0.382	118-183
LOW	118-110
0.618	117-313
1.000	117-240
1.618	117-123
2.618	116-253
4.250	115-262

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	118-205	118-188
PP	118-200	118-187
S1	118-195	118-185

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