ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	117-030	117-000	-0-030	-0.1%	117-290
High	117-030	117-000	-0-030	-0.1%	117-290
Low	117-010	116-300	-0-030	-0.1%	116-160
Close	117-140	117-050	-0-090	-0.2%	117-140
Range	0-020	0-020	0-000	0.0%	1-130
ATR	0-132	0-134	0-002	1.5%	0-000
Volume	1	12	11	1,100.0%	51

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-070	117-080	117-061
R3	117-050	117-060	117-056
R2	117-030	117-030	117-054
R1	117-040	117-040	117-052	117-035
PP	117-010	117-010	117-010	117-008
S1	117-020	117-020	117-048	117-015
S2	116-310	116-310	117-046
S3	116-290	117-000	117-044
S4	116-270	116-300	117-039

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-160	120-280	118-068
R3	120-030	119-150	117-264
R2	118-220	118-220	117-222
R1	118-020	118-020	117-181	117-215
PP	117-090	117-090	117-090	117-028
S1	116-210	116-210	117-099	116-085
S2	115-280	115-280	117-058
S3	114-150	115-080	117-016
S4	113-020	113-270	116-212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-170	116-160	1-010	0.9%	0-070	0.2%	64%	False	False	11
10	117-290	116-160	1-130	1.2%	0-050	0.1%	47%	False	False	9

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	117-085
2.618	117-052
1.618	117-032
1.000	117-020
0.618	117-012
HIGH	117-000
0.618	116-312
0.500	116-310
0.382	116-308
LOW	116-300
0.618	116-288
1.000	116-280
1.618	116-268
2.618	116-248
4.250	116-215

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	117-030	117-038
PP	117-010	117-027
S1	116-310	117-015

Download as Excel Spreadsheet

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

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