ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 119-275 119-295 0-020 0.1% 120-090
High 120-080 120-040 -0-040 -0.1% 120-230
Low 119-190 119-210 0-020 0.1% 118-315
Close 120-010 119-245 -0-085 -0.2% 120-000
Range 0-210 0-150 -0-060 -28.6% 1-235
ATR 0-242 0-236 -0-007 -2.7% 0-000
Volume 31,762 18,159 -13,603 -42.8% 778,857
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-082 120-313 120-008
R3 120-252 120-163 119-286
R2 120-102 120-102 119-272
R1 120-013 120-013 119-259 119-302
PP 119-272 119-272 119-272 119-256
S1 119-183 119-183 119-231 119-152
S2 119-122 119-122 119-218
S3 118-292 119-033 119-204
S4 118-142 118-203 119-162
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% 0-247 0.6% 45% False False 53,116
10 120-230 118-315 1-235 1.4% 0-210 0.5% 45% False False 547,650
20 120-230 117-220 3-010 2.5% 0-223 0.6% 69% False False 784,129
40 121-155 117-220 3-255 3.2% 0-241 0.6% 55% False False 948,857
60 121-155 117-220 3-255 3.2% 0-272 0.7% 55% False False 889,233
80 126-110 117-220 8-210 7.2% 0-287 0.7% 24% False False 812,006
100 127-080 117-220 9-180 8.0% 0-274 0.7% 22% False False 650,876
120 127-080 117-220 9-180 8.0% 0-254 0.7% 22% False False 542,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-038
2.618 121-113
1.618 120-283
1.000 120-190
0.618 120-133
HIGH 120-040
0.618 119-303
0.500 119-285
0.382 119-267
LOW 119-210
0.618 119-117
1.000 119-060
1.618 118-287
2.618 118-137
4.250 117-212
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 119-285 119-229
PP 119-272 119-213
S1 119-258 119-198

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

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