ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	120-080	120-260	0-180	0.5%	120-285
High	121-015	120-265	-0-070	-0.2%	121-095
Low	120-035	120-050	0-015	0.0%	119-220
Close	120-295	120-080	-0-215	-0.6%	120-050
Range	0-300	0-215	-0-085	-28.3%	1-195
ATR	0-283	0-280	-0-003	-1.0%	0-000
Volume	1,254,255	1,020,517	-233,738	-18.6%	4,439,366

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-137	122-003	120-198
R3	121-242	121-108	120-139
R2	121-027	121-027	120-119
R1	120-213	120-213	120-100	120-172
PP	120-132	120-132	120-132	120-111
S1	119-318	119-318	120-060	119-278
S2	119-237	119-237	120-041
S3	119-022	119-103	120-021
S4	118-127	118-208	119-282

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-067	124-093	121-013
R3	123-192	122-218	120-192
R2	121-317	121-317	120-144
R1	121-023	121-023	120-097	120-232
PP	120-122	120-122	120-122	120-066
S1	119-148	119-148	120-003	119-038
S2	118-247	118-247	119-276
S3	117-052	117-273	119-228
S4	115-177	116-078	119-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-015	119-220	1-115	1.1%	0-256	0.7%	41%	False	False	1,079,000
10	121-155	119-220	1-255	1.5%	0-250	0.6%	31%	False	False	1,087,779
20	121-155	118-305	2-170	2.1%	0-268	0.7%	51%	False	False	952,796
40	124-180	118-170	6-010	5.0%	0-314	0.8%	28%	False	False	945,157
60	127-080	118-170	8-230	7.3%	0-304	0.8%	20%	False	False	662,130
80	127-080	118-170	8-230	7.3%	0-271	0.7%	20%	False	False	497,110
100	127-080	118-170	8-230	7.3%	0-245	0.6%	20%	False	False	397,716
120	127-080	118-170	8-230	7.3%	0-206	0.5%	20%	False	False	331,431

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-219
2.618	122-188
1.618	121-293
1.000	121-160
0.618	121-078
HIGH	120-265
0.618	120-183
0.500	120-158
0.382	120-132
LOW	120-050
0.618	119-237
1.000	119-155
1.618	119-022
2.618	118-127
4.250	117-096

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	120-158	120-152
PP	120-132	120-128
S1	120-106	120-104

Download as Excel Spreadsheet

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

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