ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 120-025 119-300 -0-045 -0.1% 119-260
High 120-145 120-065 -0-080 -0.2% 121-265
Low 119-280 119-125 -0-155 -0.4% 119-175
Close 119-310 119-160 -0-150 -0.4% 120-220
Range 0-185 0-260 0-075 40.5% 2-090
ATR 0-266 0-266 0-000 -0.2% 0-000
Volume 1,136,046 1,045,633 -90,413 -8.0% 7,307,367
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-043 121-202 119-303
R3 121-103 120-262 119-232
R2 120-163 120-163 119-208
R1 120-002 120-002 119-184 119-272
PP 119-223 119-223 119-223 119-199
S1 119-062 119-062 119-136 119-012
S2 118-283 118-283 119-112
S3 118-023 118-122 119-088
S4 117-083 117-182 119-017
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 127-170 126-125 121-302
R3 125-080 124-035 121-101
R2 122-310 122-310 121-034
R1 121-265 121-265 120-287 122-128
PP 120-220 120-220 120-220 120-311
S1 119-175 119-175 120-153 120-038
S2 118-130 118-130 120-086
S3 116-040 117-085 120-019
S4 113-270 114-315 119-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-040 119-125 1-235 1.5% 0-223 0.6% 6% False True 1,058,792
10 121-265 119-125 2-140 2.0% 0-300 0.8% 4% False True 1,276,111
20 121-265 117-180 4-085 3.6% 0-272 0.7% 45% False False 1,223,793
40 121-265 116-040 5-225 4.8% 0-254 0.7% 59% False False 641,418
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-210
2.618 122-106
1.618 121-166
1.000 121-005
0.618 120-226
HIGH 120-065
0.618 119-286
0.500 119-255
0.382 119-224
LOW 119-125
0.618 118-284
1.000 118-185
1.618 118-024
2.618 117-084
4.250 115-300
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 119-255 119-295
PP 119-223 119-250
S1 119-192 119-205

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

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