ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	120-080	120-175	0-095	0.2%	119-005
High	120-185	120-230	0-045	0.1%	120-115
Low	119-255	119-305	0-050	0.1%	119-000
Close	120-140	120-020	-0-120	-0.3%	120-055
Range	0-250	0-245	-0-005	-2.0%	1-115
ATR	0-232	0-233	0-001	0.4%	0-000
Volume	222,314	92,213	-130,101	-58.5%	4,647,726

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-173	122-022	120-155
R3	121-248	121-097	120-087
R2	121-003	121-003	120-065
R1	120-172	120-172	120-042	120-125
PP	120-078	120-078	120-078	120-055
S1	119-247	119-247	119-318	119-200
S2	119-153	119-153	119-295
S3	118-228	119-002	119-273
S4	117-303	118-077	119-205

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-295	123-130	120-294
R3	122-180	122-015	120-175
R2	121-065	121-065	120-135
R1	120-220	120-220	120-095	120-302
PP	119-270	119-270	119-270	119-311
S1	119-105	119-105	120-015	119-188
S2	118-155	118-155	119-295
S3	117-040	117-310	119-255
S4	115-245	116-195	119-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-230	119-250	0-300	0.8%	0-187	0.5%	30%	True	False	734,159
10	120-230	118-110	2-120	2.0%	0-206	0.5%	72%	True	False	875,080
20	120-230	117-220	3-010	2.5%	0-231	0.6%	78%	True	False	1,024,190
40	121-155	117-220	3-255	3.2%	0-250	0.7%	63%	False	False	1,058,514
60	123-120	117-220	5-220	4.7%	0-282	0.7%	42%	False	False	970,582
80	127-020	117-220	9-120	7.8%	0-289	0.8%	25%	False	False	810,684
100	127-080	117-220	9-180	8.0%	0-270	0.7%	25%	False	False	649,164
120	127-080	117-220	9-180	8.0%	0-248	0.6%	25%	False	False	540,993

Crabel Price Patterns
NR	True
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	0-048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-311
2.618	122-231
1.618	121-306
1.000	121-155
0.618	121-061
HIGH	120-230
0.618	120-136
0.500	120-108
0.382	120-079
LOW	119-305
0.618	119-154
1.000	119-060
1.618	118-229
2.618	117-304
4.250	116-224

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	120-108	120-082
PP	120-078	120-062
S1	120-049	120-041

Download as Excel Spreadsheet

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

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