ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 120-035 120-165 0-130 0.3% 118-170
High 121-145 121-265 0-120 0.3% 120-050
Low 120-025 120-030 0-005 0.0% 118-050
Close 120-110 121-080 0-290 0.8% 119-220
Range 1-120 1-235 0-115 26.1% 2-000
ATR 0-255 0-277 0-021 8.4% 0-000
Volume 1,653,710 2,034,681 380,971 23.0% 5,717,797
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 126-083 125-157 122-065
R3 124-168 123-242 121-233
R2 122-253 122-253 121-182
R1 122-007 122-007 121-131 122-130
PP 121-018 121-018 121-018 121-080
S1 120-092 120-092 121-029 120-215
S2 119-103 119-103 120-298
S3 117-188 118-177 120-247
S4 115-273 116-262 120-095
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 125-107 124-163 120-252
R3 123-107 122-163 120-076
R2 121-107 121-107 120-017
R1 120-163 120-163 119-279 120-295
PP 119-107 119-107 119-107 119-172
S1 118-163 118-163 119-161 118-295
S2 117-107 117-107 119-103
S3 115-107 116-163 119-044
S4 113-107 114-163 118-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-265 118-270 2-315 2.5% 1-044 0.9% 81% True False 1,502,886
10 121-265 117-180 4-085 3.5% 0-314 0.8% 86% True False 1,333,055
20 121-265 116-280 4-305 4.1% 0-262 0.7% 88% True False 941,884
40 121-265 116-040 5-225 4.7% 0-246 0.6% 90% True False 474,045
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 0-070
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 129-064
2.618 126-118
1.618 124-203
1.000 123-180
0.618 122-288
HIGH 121-265
0.618 121-053
0.500 120-308
0.382 120-242
LOW 120-030
0.618 119-007
1.000 118-115
1.618 117-092
2.618 115-177
4.250 112-231
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 121-049 121-020
PP 121-018 120-280
S1 120-308 120-220

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

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