ECBOT 10 Year T-Note Future June 2011

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

Day Change Summary
	Previous	Current
	09-Mar-2011	10-Mar-2011	Change	Change %	Previous Week
Open	118-110	118-285	0-175	0.5%	119-010
High	119-035	119-280	0-245	0.6%	119-125
Low	118-085	118-270	0-185	0.5%	117-180
Close	118-295	119-200	0-225	0.6%	118-200
Range	0-270	1-010	0-060	22.2%	1-265
ATR	0-233	0-240	0-007	3.0%	0-000
Volume	1,102,062	1,455,682	353,620	32.1%	6,336,537

Daily Pivots for day following 10-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-173	122-037	120-062
R3	121-163	121-027	119-291
R2	120-153	120-153	119-260
R1	120-017	120-017	119-230	120-085
PP	119-143	119-143	119-143	119-178
S1	119-007	119-007	119-170	119-075
S2	118-133	118-133	119-140
S3	117-123	117-317	119-109
S4	116-113	116-307	119-018

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-003	123-047	119-202
R3	122-058	121-102	119-041
R2	120-113	120-113	118-307
R1	119-157	119-157	118-254	119-002
PP	118-168	118-168	118-168	118-091
S1	117-212	117-212	118-146	117-058
S2	116-223	116-223	118-093
S3	114-278	115-267	118-039
S4	113-013	114-002	117-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-280	117-180	2-100	1.9%	0-272	0.7%	89%	True	False	1,184,887
10	119-280	117-180	2-100	1.9%	0-244	0.6%	89%	True	False	1,171,476
20	119-280	116-140	3-140	2.9%	0-228	0.6%	93%	True	False	641,808
40	120-020	116-040	3-300	3.3%	0-228	0.6%	89%	False	False	322,702

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-061
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-082
2.618	122-184
1.618	121-174
1.000	120-290
0.618	120-164
HIGH	119-280
0.618	119-154
0.500	119-115
0.382	119-076
LOW	118-270
0.618	118-066
1.000	117-260
1.618	117-056
2.618	116-046
4.250	114-148

Fisher Pivots for day following 10-Mar-2011
Pivot	1 day	3 day
R1	119-172	119-138
PP	119-143	119-077
S1	119-115	119-015

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