ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 118-180 118-190 0-010 0.0% 118-120
High 118-180 118-190 0-010 0.0% 119-300
Low 118-100 118-190 0-090 0.2% 118-120
Close 118-270 118-200 -0-070 -0.2% 119-110
Range 0-080 0-000 -0-080 -100.0% 1-180
ATR 0-141 0-137 -0-004 -3.1% 0-000
Volume 3 8 5 166.7% 17
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-193 118-197 118-200
R3 118-193 118-197 118-200
R2 118-193 118-193 118-200
R1 118-197 118-197 118-200 118-195
PP 118-193 118-193 118-193 118-192
S1 118-197 118-197 118-200 118-195
S2 118-193 118-193 118-200
S3 118-193 118-197 118-200
S4 118-193 118-197 118-200
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 123-290 123-060 120-065
R3 122-110 121-200 119-248
R2 120-250 120-250 119-202
R1 120-020 120-020 119-156 120-135
PP 119-070 119-070 119-070 119-128
S1 118-160 118-160 119-064 118-275
S2 117-210 117-210 119-018
S3 116-030 116-300 118-292
S4 114-170 115-120 118-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-300 118-100 1-200 1.4% 0-022 0.1% 19% False False 4
10 119-300 117-120 2-180 2.2% 0-019 0.1% 49% False False 3
20 119-300 116-160 3-140 2.9% 0-034 0.1% 62% False False 6
Crabel Price Patterns
NR True
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 True
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-190
2.618 118-190
1.618 118-190
1.000 118-190
0.618 118-190
HIGH 118-190
0.618 118-190
0.500 118-190
0.382 118-190
LOW 118-190
0.618 118-190
1.000 118-190
1.618 118-190
2.618 118-190
4.250 118-190
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 118-197 118-265
PP 118-193 118-243
S1 118-190 118-222

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

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