ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 117-262 118-100 0-158 0.4% 117-227
High 118-115 118-190 0-075 0.2% 118-190
Low 117-262 118-075 0-133 0.4% 117-132
Close 118-085 118-112 0-027 0.1% 118-112
Range 0-173 0-115 -0-058 -33.5% 1-058
ATR 0-158 0-155 -0-003 -1.9% 0-000
Volume 7,171 6,875 -296 -4.1% 57,098
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-151 119-086 118-175
R3 119-036 118-291 118-144
R2 118-241 118-241 118-133
R1 118-176 118-176 118-123 118-208
PP 118-126 118-126 118-126 118-142
S1 118-061 118-061 118-101 118-094
S2 118-011 118-011 118-091
S3 117-216 117-266 118-080
S4 117-101 117-151 118-049
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 121-212 121-060 119-000
R3 120-154 120-002 118-216
R2 119-096 119-096 118-181
R1 118-264 118-264 118-147 119-020
PP 118-038 118-038 118-038 118-076
S1 117-206 117-206 118-077 117-282
S2 116-300 116-300 118-043
S3 115-242 116-148 118-008
S4 114-184 115-090 117-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-190 117-132 1-058 1.0% 0-134 0.4% 79% True False 11,419
10 118-190 116-287 1-223 1.4% 0-155 0.4% 86% True False 52,314
20 118-190 116-067 2-123 2.0% 0-145 0.4% 90% True False 328,998
40 118-240 116-060 2-180 2.2% 0-156 0.4% 84% False False 457,503
60 118-240 116-060 2-180 2.2% 0-163 0.4% 84% False False 427,145
80 120-060 116-060 4-000 3.4% 0-175 0.5% 54% False False 414,739
100 121-260 116-060 5-200 4.8% 0-162 0.4% 38% False False 332,312
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-039
2.618 119-171
1.618 119-056
1.000 118-305
0.618 118-261
HIGH 118-190
0.618 118-146
0.500 118-132
0.382 118-119
LOW 118-075
0.618 118-004
1.000 117-280
1.618 117-209
2.618 117-094
4.250 116-226
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 118-132 118-079
PP 118-126 118-046
S1 118-119 118-012

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

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