ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 119-300 119-110 -0-190 -0.5% 118-260
High 120-020 119-130 -0-210 -0.5% 120-000
Low 119-130 118-260 -0-190 -0.5% 118-260
Close 119-180 119-010 -0-170 -0.4% 119-310
Range 0-210 0-190 -0-020 -9.5% 1-060
ATR 0-218 0-220 0-002 0.7% 0-000
Volume 2,877 344 -2,533 -88.0% 9,882
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-277 120-173 119-114
R3 120-087 119-303 119-062
R2 119-217 119-217 119-045
R1 119-113 119-113 119-027 119-070
PP 119-027 119-027 119-027 119-005
S1 118-243 118-243 118-313 118-200
S2 118-157 118-157 118-295
S3 117-287 118-053 118-278
S4 117-097 117-183 118-226
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-050 122-240 120-199
R3 121-310 121-180 120-094
R2 120-250 120-250 120-060
R1 120-120 120-120 120-025 120-185
PP 119-190 119-190 119-190 119-222
S1 119-060 119-060 119-275 119-125
S2 118-130 118-130 119-240
S3 117-070 118-000 119-206
S4 116-010 116-260 119-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 118-260 1-080 1.1% 0-218 0.6% 18% False True 2,299
10 120-020 118-150 1-190 1.3% 0-215 0.6% 35% False False 1,609
Crabel Price Patterns
NR True
NR4 True
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 0-043
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-298
2.618 120-307
1.618 120-117
1.000 120-000
0.618 119-247
HIGH 119-130
0.618 119-057
0.500 119-035
0.382 119-013
LOW 118-260
0.618 118-143
1.000 118-070
1.618 117-273
2.618 117-083
4.250 116-092
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 119-035 119-140
PP 119-027 119-097
S1 119-018 119-053

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

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