ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 118-160 118-000 -0-160 -0.4% 119-300
High 118-170 118-100 -0-070 -0.2% 120-020
Low 117-310 117-000 -0-310 -0.8% 117-000
Close 118-050 117-030 -1-020 -0.9% 117-030
Range 0-180 1-100 0-240 133.3% 3-020
ATR 0-223 0-237 0-014 6.3% 0-000
Volume 6,368 4,991 -1,377 -21.6% 22,818
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-130 120-180 117-261
R3 120-030 119-080 117-146
R2 118-250 118-250 117-107
R1 117-300 117-300 117-068 117-225
PP 117-150 117-150 117-150 117-112
S1 116-200 116-200 116-312 116-125
S2 116-050 116-050 116-273
S3 114-270 115-100 116-234
S4 113-170 114-000 116-119
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 127-077 125-073 118-249
R3 124-057 122-053 117-300
R2 121-037 121-037 117-210
R1 119-033 119-033 117-120 118-185
PP 118-017 118-017 118-017 117-252
S1 116-013 116-013 116-260 115-165
S2 114-317 114-317 116-170
S3 111-297 112-313 116-080
S4 108-277 109-293 115-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 117-000 3-020 2.6% 0-256 0.7% 3% False True 4,563
10 120-020 117-000 3-020 2.6% 0-242 0.6% 3% False True 3,270
20 120-020 117-000 3-020 2.6% 0-218 0.6% 3% False True 2,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 123-285
2.618 121-240
1.618 120-140
1.000 119-200
0.618 119-040
HIGH 118-100
0.618 117-260
0.500 117-210
0.382 117-160
LOW 117-000
0.618 116-060
1.000 115-220
1.618 114-280
2.618 113-180
4.250 111-135
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 117-210 118-055
PP 117-150 117-260
S1 117-090 117-145

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

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