ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 117-290 117-130 -0-160 -0.4% 117-170
High 117-290 117-130 -0-160 -0.4% 117-200
Low 117-290 117-120 -0-170 -0.5% 117-030
Close 117-290 117-300 0-010 0.0% 117-230
Range 0-000 0-010 0-010 0-170
ATR 0-109 0-113 0-004 4.0% 0-000
Volume 3 3 0 0.0% 28
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-213 117-267 117-306
R3 117-203 117-257 117-303
R2 117-193 117-193 117-302
R1 117-247 117-247 117-301 117-220
PP 117-183 117-183 117-183 117-170
S1 117-237 117-237 117-299 117-210
S2 117-173 117-173 117-298
S3 117-163 117-227 117-297
S4 117-153 117-217 117-294
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-023 118-297 118-004
R3 118-173 118-127 117-277
R2 118-003 118-003 117-261
R1 117-277 117-277 117-246 117-300
PP 117-153 117-153 117-153 117-165
S1 117-107 117-107 117-214 117-130
S2 116-303 116-303 117-199
S3 116-133 116-257 117-183
S4 115-283 116-087 117-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-290 117-030 0-260 0.7% 0-030 0.1% 104% False False 6
10 117-290 115-300 1-310 1.7% 0-015 0.0% 102% False False 4
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 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-172
2.618 117-156
1.618 117-146
1.000 117-140
0.618 117-136
HIGH 117-130
0.618 117-126
0.500 117-125
0.382 117-124
LOW 117-120
0.618 117-114
1.000 117-110
1.618 117-104
2.618 117-094
4.250 117-078
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 117-242 117-253
PP 117-183 117-207
S1 117-125 117-160

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

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