ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	117-200	118-220	1-020	0.9%	116-290
High	118-260	118-310	0-050	0.1%	117-270
Low	117-200	118-130	0-250	0.7%	116-230
Close	118-240	118-160	-0-080	-0.2%	117-200
Range	1-060	0-180	-0-200	-52.6%	1-040
ATR	0-235	0-231	-0-004	-1.7%	0-000
Volume	36,896	304,944	268,048	726.5%	142,192

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-100	119-310	118-259
R3	119-240	119-130	118-210
R2	119-060	119-060	118-193
R1	118-270	118-270	118-176	118-235
PP	118-200	118-200	118-200	118-182
S1	118-090	118-090	118-144	118-055
S2	118-020	118-020	118-127
S3	117-160	117-230	118-110
S4	116-300	117-050	118-061

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-247	120-103	118-078
R3	119-207	119-063	117-299
R2	118-167	118-167	117-266
R1	118-023	118-023	117-233	118-095
PP	117-127	117-127	117-127	117-162
S1	116-303	116-303	117-167	117-055
S2	116-087	116-087	117-134
S3	115-047	115-263	117-101
S4	114-007	114-223	117-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-310	116-280	2-030	1.8%	0-226	0.6%	78%	True	False	90,382
10	118-310	116-040	2-270	2.4%	0-226	0.6%	84%	True	False	52,182
20	120-020	116-040	3-300	3.3%	0-234	0.6%	60%	False	False	28,571

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	121-115
2.618	120-141
1.618	119-281
1.000	119-170
0.618	119-101
HIGH	118-310
0.618	118-241
0.500	118-220
0.382	118-199
LOW	118-130
0.618	118-019
1.000	117-270
1.618	117-159
2.618	116-299
4.250	116-005

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	118-220	118-115
PP	118-200	118-070
S1	118-180	118-025

Download as Excel Spreadsheet

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

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