ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 116-140 116-140 0-000 0.0% 116-290
High 116-140 116-140 0-000 0.0% 116-300
Low 116-140 116-140 0-000 0.0% 115-210
Close 116-140 116-140 0-000 0.0% 116-140
Range
ATR 0-133 0-124 -0-010 -7.1% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 116-140 116-140 116-140
R3 116-140 116-140 116-140
R2 116-140 116-140 116-140
R1 116-140 116-140 116-140 116-140
PP 116-140 116-140 116-140 116-140
S1 116-140 116-140 116-140 116-140
S2 116-140 116-140 116-140
S3 116-140 116-140 116-140
S4 116-140 116-140 116-140
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-060 119-190 117-046
R3 118-290 118-100 116-253
R2 117-200 117-200 116-215
R1 117-010 117-010 116-178 116-220
PP 116-110 116-110 116-110 116-055
S1 115-240 115-240 116-102 115-130
S2 115-020 115-020 116-065
S3 113-250 114-150 116-027
S4 112-160 113-060 115-234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-300 115-210 1-090 1.1% 0-000 0.0% 61% False False 2
10 116-300 115-210 1-090 1.1% 0-000 0.0% 61% False False 2
20 116-300 114-050 2-250 2.4% 0-000 0.0% 82% False False 2
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 116-140
2.618 116-140
1.618 116-140
1.000 116-140
0.618 116-140
HIGH 116-140
0.618 116-140
0.500 116-140
0.382 116-140
LOW 116-140
0.618 116-140
1.000 116-140
1.618 116-140
2.618 116-140
4.250 116-140
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 116-140 116-098
PP 116-140 116-057
S1 116-140 116-015

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

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