ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 117-120 117-160 0-040 0.1% 117-290
High 117-120 117-160 0-040 0.1% 117-290
Low 117-120 117-160 0-040 0.1% 116-160
Close 117-240 118-140 0-220 0.6% 117-140
Range
ATR 0-129 0-126 -0-004 -2.7% 0-000
Volume 3 1 -2 -66.7% 51
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-260 118-040 118-140
R3 117-260 118-040 118-140
R2 117-260 117-260 118-140
R1 118-040 118-040 118-140 117-310
PP 117-260 117-260 117-260 117-235
S1 118-040 118-040 118-140 117-310
S2 117-260 117-260 118-140
S3 117-260 118-040 118-140
S4 117-260 118-040 118-140
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
5 117-160 116-300 0-180 0.5% 0-008 0.0% 267% True False 8
10 117-290 116-160 1-130 1.2% 0-040 0.1% 138% False False 8
20 117-290 115-080 2-210 2.2% 0-025 0.1% 120% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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
Fibonacci Retracements and Extensions
4.250 117-160
2.618 117-160
1.618 117-160
1.000 117-160
0.618 117-160
HIGH 117-160
0.618 117-160
0.500 117-160
0.382 117-160
LOW 117-160
0.618 117-160
1.000 117-160
1.618 117-160
2.618 117-160
4.250 117-160
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 118-040 118-010
PP 117-260 117-200
S1 117-160 117-070

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

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