ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 119-000 119-300 0-300 0.8% 117-030
High 119-000 119-300 0-300 0.8% 118-100
Low 119-000 119-300 0-300 0.8% 116-300
Close 119-010 119-300 0-290 0.8% 118-120
Range
ATR 0-111 0-124 0-013 11.5% 0-000
Volume 3 5 2 66.7% 18
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-300 119-300 119-300
R3 119-300 119-300 119-300
R2 119-300 119-300 119-300
R1 119-300 119-300 119-300 119-300
PP 119-300 119-300 119-300 119-300
S1 119-300 119-300 119-300 119-300
S2 119-300 119-300 119-300
S3 119-300 119-300 119-300
S4 119-300 119-300 119-300
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
5 119-300 117-160 2-140 2.0% 0-016 0.0% 100% True False 2
10 119-300 116-160 3-140 2.9% 0-043 0.1% 100% True False 6
20 119-300 115-300 4-000 3.3% 0-029 0.1% 100% True 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
4.250 119-300
2.618 119-300
1.618 119-300
1.000 119-300
0.618 119-300
HIGH 119-300
0.618 119-300
0.500 119-300
0.382 119-300
LOW 119-300
0.618 119-300
1.000 119-300
1.618 119-300
2.618 119-300
4.250 119-300
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 119-300 119-217
PP 119-300 119-133
S1 119-300 119-050

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

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