ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 117-150 117-200 0-050 0.1% 116-290
High 117-220 118-260 1-040 1.0% 117-270
Low 117-060 117-200 0-140 0.4% 116-230
Close 117-200 118-240 1-040 1.0% 117-200
Range 0-160 1-060 0-220 137.5% 1-040
ATR 0-223 0-235 0-011 5.0% 0-000
Volume 42,374 36,896 -5,478 -12.9% 142,192
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-307 121-173 119-129
R3 120-247 120-113 119-024
R2 119-187 119-187 118-310
R1 119-053 119-053 118-275 119-120
PP 118-127 118-127 118-127 118-160
S1 117-313 117-313 118-205 118-060
S2 117-067 117-067 118-170
S3 116-007 116-253 118-136
S4 114-267 115-193 118-031
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-247 120-103 118-078
R3 119-207 119-063 117-299
R2 118-167 118-167 117-266
R1 118-023 118-023 117-233 118-095
PP 117-127 117-127 117-127 117-162
S1 116-303 116-303 117-167 117-055
S2 116-087 116-087 117-134
S3 115-047 115-263 117-101
S4 114-007 114-223 117-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-260 116-230 2-030 1.8% 0-226 0.6% 97% True False 33,376
10 118-260 116-040 2-220 2.3% 0-238 0.6% 98% True False 22,333
20 120-020 116-040 3-300 3.3% 0-240 0.6% 67% False False 13,340
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 0-044
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 123-275
2.618 121-295
1.618 120-235
1.000 120-000
0.618 119-175
HIGH 118-260
0.618 118-115
0.500 118-070
0.382 118-025
LOW 117-200
0.618 116-285
1.000 116-140
1.618 115-225
2.618 114-165
4.250 112-185
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 118-183 118-158
PP 118-127 118-077
S1 118-070 117-315

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

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