ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 118-100 118-120 0-020 0.1% 117-030
High 118-100 118-200 0-100 0.3% 118-100
Low 118-100 118-120 0-020 0.1% 116-300
Close 118-120 118-280 0-160 0.4% 118-120
Range 0-000 0-080 0-080 1-120
ATR 0-119 0-117 -0-003 -2.4% 0-000
Volume 1 1 0 0.0% 18
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-120 119-120 119-004
R3 119-040 119-040 118-302
R2 118-280 118-280 118-295
R1 118-280 118-280 118-287 118-280
PP 118-200 118-200 118-200 118-200
S1 118-200 118-200 118-273 118-200
S2 118-120 118-120 118-265
S3 118-040 118-120 118-258
S4 117-280 118-040 118-236
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-000 121-180 119-042
R3 120-200 120-060 118-241
R2 119-080 119-080 118-201
R1 118-260 118-260 118-160 119-010
PP 117-280 117-280 117-280 117-315
S1 117-140 117-140 118-080 117-210
S2 116-160 116-160 118-039
S3 115-040 116-020 117-319
S4 113-240 114-220 117-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-200 116-300 1-220 1.4% 0-020 0.1% 115% True False 3
10 118-200 116-160 2-040 1.8% 0-044 0.1% 112% True False 6
20 118-200 115-280 2-240 2.3% 0-029 0.1% 109% True 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 7 trading days
Fibonacci Retracements and Extensions
4.250 119-220
2.618 119-089
1.618 119-009
1.000 118-280
0.618 118-249
HIGH 118-200
0.618 118-169
0.500 118-160
0.382 118-151
LOW 118-120
0.618 118-071
1.000 118-040
1.618 117-311
2.618 117-231
4.250 117-100
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 118-240 118-193
PP 118-200 118-107
S1 118-160 118-020

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

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