ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	120-315	121-010	0-015	0.0%	119-275
High	121-135	121-215	0-080	0.2%	121-135
Low	120-255	120-290	0-035	0.1%	119-190
Close	121-000	121-165	0-165	0.4%	121-000
Range	0-200	0-245	0-045	22.5%	1-265
ATR	0-237	0-238	0-001	0.2%	0-000
Volume	20,296	9,008	-11,288	-55.6%	98,993

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-212	123-113	121-300
R3	122-287	122-188	121-232
R2	122-042	122-042	121-210
R1	121-263	121-263	121-187	121-312
PP	121-117	121-117	121-117	121-141
S1	121-018	121-018	121-143	121-068
S2	120-192	120-192	121-120
S3	119-267	120-093	121-098
S4	119-022	119-168	121-030

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-050	125-130	122-002
R3	124-105	123-185	121-161
R2	122-160	122-160	121-107
R1	121-240	121-240	121-054	122-040
PP	120-215	120-215	120-215	120-275
S1	119-295	119-295	120-266	120-095
S2	118-270	118-270	120-213
S3	117-005	118-030	120-159
S4	115-060	116-085	119-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-215	119-210	2-005	1.7%	0-226	0.6%	92%	True	False	15,247
10	121-215	118-315	2-220	2.2%	0-246	0.6%	94%	True	False	54,597
20	121-215	118-070	3-145	2.8%	0-218	0.6%	95%	True	False	541,117
40	121-215	117-220	3-315	3.3%	0-244	0.6%	96%	True	False	848,024
60	121-215	117-220	3-315	3.3%	0-258	0.7%	96%	True	False	819,938
80	124-300	117-220	7-080	6.0%	0-280	0.7%	53%	False	False	812,099
100	127-080	117-220	9-180	7.9%	0-275	0.7%	40%	False	False	651,313
120	127-080	117-220	9-180	7.9%	0-256	0.7%	40%	False	False	542,922

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-296
2.618	123-216
1.618	122-291
1.000	122-140
0.618	122-046
HIGH	121-215
0.618	121-121
0.500	121-092
0.382	121-064
LOW	120-290
0.618	120-139
1.000	120-045
1.618	119-214
2.618	118-289
4.250	117-209

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	121-141	121-108
PP	121-117	121-050
S1	121-092	120-312

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