ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 117-170 117-150 -0-020 -0.1% 117-170
High 117-170 117-150 -0-020 -0.1% 117-200
Low 117-170 116-160 -1-010 -0.9% 117-030
Close 117-170 116-210 -0-280 -0.7% 117-230
Range 0-000 0-310 0-310 0-170
ATR 0-114 0-130 0-015 13.5% 0-000
Volume 9 9 0 0.0% 28
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-250 119-060 117-060
R3 118-260 118-070 116-295
R2 117-270 117-270 116-267
R1 117-080 117-080 116-238 117-020
PP 116-280 116-280 116-280 116-250
S1 116-090 116-090 116-182 116-030
S2 115-290 115-290 116-153
S3 114-300 115-100 116-125
S4 113-310 114-110 116-040
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
5 117-290 116-160 1-130 1.2% 0-072 0.2% 11% False True 7
10 117-290 116-120 1-170 1.3% 0-046 0.1% 18% False False 5
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 0-000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 121-188
2.618 120-002
1.618 119-012
1.000 118-140
0.618 118-022
HIGH 117-150
0.618 117-032
0.500 116-315
0.382 116-278
LOW 116-160
0.618 115-288
1.000 115-170
1.618 114-298
2.618 113-308
4.250 112-122
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 116-315 117-005
PP 116-280 116-287
S1 116-245 116-248

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

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