ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 119-315 119-105 -0-210 -0.5% 120-090
High 120-030 120-025 -0-005 0.0% 120-230
Low 119-070 118-315 -0-075 -0.2% 118-315
Close 119-075 120-000 0-245 0.6% 120-000
Range 0-280 1-030 0-070 25.0% 1-235
ATR 0-237 0-245 0-008 3.4% 0-000
Volume 78,521 44,927 -33,594 -42.8% 778,857
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-310 122-185 120-192
R3 121-280 121-155 120-096
R2 120-250 120-250 120-064
R1 120-125 120-125 120-032 120-188
PP 119-220 119-220 119-220 119-251
S1 119-095 119-095 119-288 119-158
S2 118-190 118-190 119-256
S3 117-160 118-065 119-224
S4 116-130 117-035 119-128
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 125-033 124-092 120-305
R3 123-118 122-177 120-153
R2 121-203 121-203 120-102
R1 120-262 120-262 120-051 120-115
PP 119-288 119-288 119-288 119-215
S1 119-027 119-027 119-269 118-200
S2 118-053 118-053 119-218
S3 116-138 117-112 119-167
S4 114-223 115-197 119-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-230 118-315 1-235 1.4% 0-246 0.6% 59% False True 155,771
10 120-230 118-210 2-020 1.7% 0-226 0.6% 65% False False 624,816
20 120-230 117-220 3-010 2.5% 0-234 0.6% 76% False False 906,965
40 121-155 117-220 3-255 3.2% 0-248 0.6% 61% False False 1,007,948
60 121-210 117-220 3-310 3.3% 0-278 0.7% 58% False False 936,040
80 126-260 117-220 9-040 7.6% 0-291 0.8% 25% False False 811,609
100 127-080 117-220 9-180 8.0% 0-274 0.7% 24% False False 650,395
120 127-080 117-220 9-180 8.0% 0-252 0.7% 24% False False 542,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-232
2.618 122-301
1.618 121-271
1.000 121-055
0.618 120-241
HIGH 120-025
0.618 119-211
0.500 119-170
0.382 119-129
LOW 118-315
0.618 118-099
1.000 117-285
1.618 117-069
2.618 116-039
4.250 114-108
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 119-270 119-304
PP 119-220 119-288
S1 119-170 119-272

Download as Excel Spreadsheet

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

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