ECBOT 10 Year T-Note Future June 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	118-280	119-110	0-150	0.4%	119-220
High	119-280	119-150	-0-130	-0.3%	120-010
Low	118-280	119-000	0-040	0.1%	118-150
Close	119-250	119-020	-0-230	-0.6%	118-300
Range	1-000	0-150	-0-170	-53.1%	1-180
ATR	0-207	0-210	0-003	1.5%	0-000
Volume	327	2,850	2,523	771.6%	4,869

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-187	120-093	119-102
R3	120-037	119-263	119-061
R2	119-207	119-207	119-048
R1	119-113	119-113	119-034	119-085
PP	119-057	119-057	119-057	119-042
S1	118-283	118-283	119-006	118-255
S2	118-227	118-227	118-312
S3	118-077	118-133	118-299
S4	117-247	117-303	118-258

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-267	122-303	119-255
R3	122-087	121-123	119-118
R2	120-227	120-227	119-072
R1	119-263	119-263	119-026	119-155
PP	119-047	119-047	119-047	118-312
S1	118-083	118-083	118-254	117-295
S2	117-187	117-187	118-208
S3	116-007	116-223	118-162
S4	114-147	115-043	118-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-280	118-150	1-130	1.2%	0-226	0.6%	42%	False	False	1,305
10	120-020	118-150	1-190	1.3%	0-198	0.5%	37%	False	False	1,245

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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-148
2.618	120-223
1.618	120-073
1.000	119-300
0.618	119-243
HIGH	119-150
0.618	119-093
0.500	119-075
0.382	119-057
LOW	119-000
0.618	118-227
1.000	118-170
1.618	118-077
2.618	117-247
4.250	117-002

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	119-075	119-110
PP	119-057	119-080
S1	119-038	119-050

Download as Excel Spreadsheet

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

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