ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 119-260 120-035 0-095 0.2% 118-170
High 120-135 121-145 1-010 0.9% 120-050
Low 119-175 120-025 0-170 0.4% 118-050
Close 120-060 120-110 0-050 0.1% 119-220
Range 0-280 1-120 0-160 57.1% 2-000
ATR 0-241 0-255 0-014 5.9% 0-000
Volume 1,153,748 1,653,710 499,962 43.3% 5,717,797
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 124-240 123-295 121-032
R3 123-120 122-175 120-231
R2 122-000 122-000 120-191
R1 121-055 121-055 120-150 121-188
PP 120-200 120-200 120-200 120-266
S1 119-255 119-255 120-070 120-068
S2 119-080 119-080 120-029
S3 117-280 118-135 119-309
S4 116-160 117-015 119-188
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 125-107 124-163 120-252
R3 123-107 122-163 120-076
R2 121-107 121-107 120-017
R1 120-163 120-163 119-279 120-295
PP 119-107 119-107 119-107 119-172
S1 118-163 118-163 119-161 118-295
S2 117-107 117-107 119-103
S3 115-107 116-163 119-044
S4 113-107 114-163 118-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-145 118-085 3-060 2.6% 0-307 0.8% 65% True False 1,316,362
10 121-145 117-180 3-285 3.2% 0-284 0.7% 71% True False 1,248,960
20 121-145 116-230 4-235 3.9% 0-243 0.6% 77% True False 841,146
40 121-145 116-040 5-105 4.4% 0-239 0.6% 79% True False 423,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 127-095
2.618 125-017
1.618 123-217
1.000 122-265
0.618 122-097
HIGH 121-145
0.618 120-297
0.500 120-245
0.382 120-193
LOW 120-025
0.618 119-073
1.000 118-225
1.618 117-273
2.618 116-153
4.250 114-075
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 120-245 120-150
PP 120-200 120-137
S1 120-155 120-123

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

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