ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	118-190	118-120	-0-070	-0.2%	118-120
High	118-190	118-200	0-010	0.0%	119-300
Low	118-190	118-010	-0-180	-0.5%	118-120
Close	118-200	118-170	-0-030	-0.1%	119-110
Range	0-000	0-190	0-190		1-180
ATR	0-137	0-141	0-004	2.8%	0-000
Volume	8	1	-7	-87.5%	17

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-057	119-303	118-274
R3	119-187	119-113	118-222
R2	118-317	118-317	118-205
R1	118-243	118-243	118-187	118-280
PP	118-127	118-127	118-127	118-145
S1	118-053	118-053	118-153	118-090
S2	117-257	117-257	118-135
S3	117-067	117-183	118-118
S4	116-197	116-313	118-066

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	119-130	118-010	1-120	1.2%	0-060	0.2%	36%	False	True	4
10	119-300	117-160	2-140	2.1%	0-038	0.1%	42%	False	False	3
20	119-300	116-160	3-140	2.9%	0-039	0.1%	59%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	121-048
2.618	120-057
1.618	119-187
1.000	119-070
0.618	118-317
HIGH	118-200
0.618	118-127
0.500	118-105
0.382	118-083
LOW	118-010
0.618	117-213
1.000	117-140
1.618	117-023
2.618	116-153
4.250	115-162

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	118-148	118-148
PP	118-127	118-127
S1	118-105	118-105

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