ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	119-310	120-090	0-100	0.3%	119-005
High	120-085	120-165	0-080	0.2%	120-115
Low	119-255	120-060	0-125	0.3%	119-000
Close	120-055	120-110	0-055	0.1%	120-055
Range	0-150	0-105	-0-045	-30.0%	1-115
ATR	0-240	0-231	-0-009	-3.9%	0-000
Volume	1,147,091	340,882	-806,209	-70.3%	4,647,726

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-107	121-053	120-168
R3	121-002	120-268	120-139
R2	120-217	120-217	120-129
R1	120-163	120-163	120-120	120-190
PP	120-112	120-112	120-112	120-125
S1	120-058	120-058	120-100	120-085
S2	120-007	120-007	120-091
S3	119-222	119-273	120-081
S4	119-117	119-168	120-052

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-295	123-130	120-294
R3	122-180	122-015	120-175
R2	121-065	121-065	120-135
R1	120-220	120-220	120-095	120-302
PP	119-270	119-270	119-270	119-311
S1	119-105	119-105	120-015	119-188
S2	118-155	118-155	119-295
S3	117-040	117-310	119-255
S4	115-245	116-195	119-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-165	119-000	1-165	1.3%	0-196	0.5%	89%	True	False	997,721
10	120-165	118-070	2-095	1.9%	0-190	0.5%	93%	True	False	1,027,637
20	121-145	117-220	3-245	3.1%	0-232	0.6%	71%	False	False	1,110,430
40	121-155	117-220	3-255	3.2%	0-249	0.6%	70%	False	False	1,072,708
60	123-150	117-220	5-250	4.8%	0-285	0.7%	46%	False	False	1,012,662
80	127-080	117-220	9-180	7.9%	0-291	0.8%	28%	False	False	806,938
100	127-080	117-220	9-180	7.9%	0-268	0.7%	28%	False	False	646,021
120	127-080	117-220	9-180	7.9%	0-245	0.6%	28%	False	False	538,375

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	121-291
2.618	121-120
1.618	121-015
1.000	120-270
0.618	120-230
HIGH	120-165
0.618	120-125
0.500	120-112
0.382	120-100
LOW	120-060
0.618	119-315
1.000	119-275
1.618	119-210
2.618	119-105
4.250	118-254

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	120-112	120-089
PP	120-112	120-068
S1	120-111	120-048

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