ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 116-240 117-140 0-220 0.6% 116-290
High 116-240 117-140 0-220 0.6% 116-300
Low 116-240 117-140 0-220 0.6% 115-210
Close 116-240 117-140 0-220 0.6% 116-140
Range
ATR 0-126 0-133 0-007 5.3% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 117-140 117-140 117-140
R3 117-140 117-140 117-140
R2 117-140 117-140 117-140
R1 117-140 117-140 117-140 117-140
PP 117-140 117-140 117-140 117-140
S1 117-140 117-140 117-140 117-140
S2 117-140 117-140 117-140
S3 117-140 117-140 117-140
S4 117-140 117-140 117-140
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
5 117-140 116-050 1-090 1.1% 0-000 0.0% 100% True False 2
10 117-140 115-210 1-250 1.5% 0-000 0.0% 100% True False 2
20 117-140 114-080 3-060 2.7% 0-000 0.0% 100% True 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 117-140
2.618 117-140
1.618 117-140
1.000 117-140
0.618 117-140
HIGH 117-140
0.618 117-140
0.500 117-140
0.382 117-140
LOW 117-140
0.618 117-140
1.000 117-140
1.618 117-140
2.618 117-140
4.250 117-140
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 117-140 117-072
PP 117-140 117-003
S1 117-140 116-255

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

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