ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	121-270	122-290	1-020	0.9%	119-275
High	123-025	122-290	-0-055	-0.1%	121-135
Low	121-155	121-260	0-105	0.3%	119-190
Close	122-150	122-050	-0-100	-0.3%	121-000
Range	1-190	1-030	-0-160	-31.4%	1-265
ATR	0-267	0-273	0-006	2.2%	0-000
Volume	8,413	4,952	-3,461	-41.1%	98,993

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-183	124-307	122-242
R3	124-153	123-277	122-146
R2	123-123	123-123	122-114
R1	122-247	122-247	122-082	122-170
PP	122-093	122-093	122-093	122-055
S1	121-217	121-217	122-018	121-140
S2	121-063	121-063	121-306
S3	120-033	120-187	121-274
S4	119-003	119-157	121-178

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	123-025	120-255	2-090	1.9%	1-016	0.9%	60%	False	False	9,296
10	123-025	118-315	4-030	3.4%	0-292	0.7%	77%	False	False	17,010
20	123-025	118-160	4-185	3.7%	0-254	0.6%	80%	False	False	380,301
40	123-025	117-220	5-125	4.4%	0-257	0.7%	83%	False	False	769,788
60	123-025	117-220	5-125	4.4%	0-263	0.7%	83%	False	False	777,214
80	124-300	117-220	7-080	5.9%	0-288	0.7%	62%	False	False	810,947
100	127-080	117-220	9-180	7.8%	0-283	0.7%	47%	False	False	651,375
120	127-080	117-220	9-180	7.8%	0-263	0.7%	47%	False	False	543,062

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-178
2.618	125-246
1.618	124-216
1.000	124-000
0.618	123-186
HIGH	122-290
0.618	122-156
0.500	122-115
0.382	122-074
LOW	121-260
0.618	121-044
1.000	120-230
1.618	120-014
2.618	118-304
4.250	117-052

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	122-115	122-090
PP	122-093	122-077
S1	122-072	122-063

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