ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 116-290 116-310 0-020 0.1% 117-040
High 117-070 117-090 0-020 0.1% 117-100
Low 116-230 116-230 0-000 0.0% 116-040
Close 117-030 117-050 0-020 0.1% 116-290
Range 0-160 0-180 0-020 12.5% 1-060
ATR 0-236 0-232 -0-004 -1.7% 0-000
Volume 12,204 19,918 7,714 63.2% 56,307
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-237 118-163 117-149
R3 118-057 117-303 117-100
R2 117-197 117-197 117-083
R1 117-123 117-123 117-066 117-160
PP 117-017 117-017 117-017 117-035
S1 116-263 116-263 117-034 116-300
S2 116-157 116-157 117-017
S3 115-297 116-083 117-000
S4 115-117 115-223 116-271
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-110 119-260 117-179
R3 119-050 118-200 117-074
R2 117-310 117-310 117-040
R1 117-140 117-140 117-005 117-035
PP 116-250 116-250 116-250 116-198
S1 116-080 116-080 116-255 115-295
S2 115-190 115-190 116-220
S3 114-130 115-020 116-186
S4 113-070 113-280 116-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-100 116-040 1-060 1.0% 0-226 0.6% 87% False False 13,982
10 119-110 116-040 3-070 2.7% 0-245 0.7% 32% False False 10,802
20 120-020 116-040 3-300 3.4% 0-230 0.6% 26% False False 6,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-215
2.618 118-241
1.618 118-061
1.000 117-270
0.618 117-201
HIGH 117-090
0.618 117-021
0.500 117-000
0.382 116-299
LOW 116-230
0.618 116-119
1.000 116-050
1.618 115-259
2.618 115-079
4.250 114-105
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 117-033 117-025
PP 117-017 117-000
S1 117-000 116-295

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

View Archives - Comment on this page... - Back to Index of Symbols