ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	116-050	116-250	0-200	0.5%	119-300
High	117-050	117-030	-0-020	-0.1%	120-020
Low	116-040	116-140	0-100	0.3%	117-000
Close	117-010	116-150	-0-180	-0.5%	117-030
Range	1-010	0-210	-0-120	-36.4%	3-020
ATR	0-242	0-240	-0-002	-0.9%	0-000
Volume	12,686	12,420	-266	-2.1%	22,818

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-203	118-067	116-266
R3	117-313	117-177	116-208
R2	117-103	117-103	116-188
R1	116-287	116-287	116-169	116-250
PP	116-213	116-213	116-213	116-195
S1	116-077	116-077	116-131	116-040
S2	116-003	116-003	116-112
S3	115-113	115-187	116-092
S4	114-223	114-297	116-034

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	118-100	116-040	2-060	1.9%	0-280	0.8%	16%	False	False	9,723
10	120-020	116-040	3-300	3.4%	0-259	0.7%	9%	False	False	6,701
20	120-020	116-040	3-300	3.4%	0-230	0.6%	9%	False	False	4,111

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	0-059
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-282
2.618	118-260
1.618	118-050
1.000	117-240
0.618	117-160
HIGH	117-030
0.618	116-270
0.500	116-245
0.382	116-220
LOW	116-140
0.618	116-010
1.000	115-250
1.618	115-120
2.618	114-230
4.250	113-208

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	116-245	116-210
PP	116-213	116-190
S1	116-182	116-170

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