ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 117-155 117-262 0-107 0.3% 117-232
High 117-305 118-115 0-130 0.3% 118-045
Low 117-155 117-262 0-107 0.3% 116-287
Close 117-267 118-085 0-138 0.4% 117-232
Range 0-150 0-173 0-023 15.3% 1-078
ATR 0-157 0-158 0-001 0.7% 0-000
Volume 10,961 7,171 -3,790 -34.6% 466,050
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-246 119-179 118-180
R3 119-073 119-006 118-133
R2 118-220 118-220 118-117
R1 118-153 118-153 118-101 118-186
PP 118-047 118-047 118-047 118-064
S1 117-300 117-300 118-069 118-014
S2 117-194 117-194 118-053
S3 117-021 117-127 118-037
S4 116-168 116-274 117-310
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-102 120-245 118-131
R3 120-024 119-167 118-021
R2 118-266 118-266 117-305
R1 118-089 118-089 117-268 118-111
PP 117-188 117-188 117-188 117-199
S1 117-011 117-011 117-196 117-033
S2 116-110 116-110 117-159
S3 115-032 115-253 117-123
S4 113-274 114-175 117-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-115 116-287 1-148 1.2% 0-166 0.4% 94% True False 16,022
10 118-115 116-287 1-148 1.2% 0-152 0.4% 94% True False 116,797
20 118-115 116-067 2-048 1.8% 0-148 0.4% 96% True False 363,749
40 118-240 116-060 2-180 2.2% 0-157 0.4% 81% False False 469,070
60 118-240 116-060 2-180 2.2% 0-166 0.4% 81% False False 436,722
80 120-060 116-060 4-000 3.4% 0-178 0.5% 52% False False 414,866
100 121-260 116-060 5-200 4.8% 0-160 0.4% 37% False False 332,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-210
2.618 119-248
1.618 119-075
1.000 118-288
0.618 118-222
HIGH 118-115
0.618 118-049
0.500 118-028
0.382 118-008
LOW 117-262
0.618 117-155
1.000 117-089
1.618 116-302
2.618 116-129
4.250 115-167
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 118-066 118-044
PP 118-047 118-004
S1 118-028 117-284

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

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