ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	117-050	117-030	-0-020	-0.1%	117-290
High	117-050	117-030	-0-020	-0.1%	117-290
Low	117-050	117-010	-0-040	-0.1%	116-160
Close	117-140	117-140	0-000	0.0%	117-140
Range	0-000	0-020	0-020		1-130
ATR	0-132	0-132	0-000	-0.1%	0-000
Volume	27	1	-26	-96.3%	51

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-120	117-150	117-151
R3	117-100	117-130	117-146
R2	117-080	117-080	117-144
R1	117-110	117-110	117-142	117-095
PP	117-060	117-060	117-060	117-052
S1	117-090	117-090	117-138	117-075
S2	117-040	117-040	117-136
S3	117-020	117-070	117-134
S4	117-000	117-050	117-129

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-160	120-280	118-068
R3	120-030	119-150	117-264
R2	118-220	118-220	117-222
R1	118-020	118-020	117-181	117-215
PP	117-090	117-090	117-090	117-028
S1	116-210	116-210	117-099	116-085
S2	115-280	115-280	117-058
S3	114-150	115-080	117-016
S4	113-020	113-270	116-212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-170	116-160	1-010	0.9%	0-068	0.2%	91%	False	False	9
10	117-290	116-160	1-130	1.2%	0-048	0.1%	67%	False	False	8

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	117-115
2.618	117-082
1.618	117-062
1.000	117-050
0.618	117-042
HIGH	117-030
0.618	117-022
0.500	117-020
0.382	117-018
LOW	117-010
0.618	116-318
1.000	116-310
1.618	116-298
2.618	116-278
4.250	116-245

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	117-100	117-092
PP	117-060	117-043
S1	117-020	116-315

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