ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	120-000	120-095	0-095	0.2%	119-160
High	120-155	120-105	-0-050	-0.1%	120-155
Low	119-300	119-150	-0-150	-0.4%	118-285
Close	120-140	120-055	-0-085	-0.2%	120-140
Range	0-175	0-275	0-100	57.1%	1-190
ATR	1-002	1-001	-0-001	-0.3%	0-000
Volume	183,523	698,736	515,213	280.7%	1,934,961

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-182	122-073	120-206
R3	121-227	121-118	120-131
R2	120-272	120-272	120-105
R1	120-163	120-163	120-080	120-080
PP	119-317	119-317	119-317	119-275
S1	119-208	119-208	120-030	119-125
S2	119-042	119-042	120-005
S3	118-087	118-253	119-299
S4	117-132	117-298	119-224

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-230	124-055	121-100
R3	123-040	122-185	120-280
R2	121-170	121-170	120-234
R1	120-315	120-315	120-187	121-082
PP	119-300	119-300	119-300	120-024
S1	119-125	119-125	120-093	119-212
S2	118-110	118-110	120-046
S3	116-240	117-255	120-000
S4	115-050	116-065	119-180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-155	118-285	1-190	1.3%	1-000	0.8%	80%	False	False	459,616
10	120-260	118-285	1-295	1.6%	0-283	0.7%	67%	False	False	475,564
20	123-120	118-170	4-270	4.0%	1-025	0.9%	34%	False	False	794,717
40	127-020	118-170	8-170	7.1%	1-007	0.9%	19%	False	False	562,853
60	127-080	118-170	8-230	7.3%	0-283	0.7%	19%	False	False	376,263
80	127-080	118-170	8-230	7.3%	0-247	0.6%	19%	False	False	282,233
100	127-080	118-170	8-230	7.3%	0-205	0.5%	19%	False	False	225,790
120	127-080	118-170	8-230	7.3%	0-172	0.4%	19%	False	False	188,159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-063
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-314
2.618	122-185
1.618	121-230
1.000	121-060
0.618	120-275
HIGH	120-105
0.618	120-000
0.500	119-288
0.382	119-255
LOW	119-150
0.618	118-300
1.000	118-195
1.618	118-025
2.618	117-070
4.250	115-261

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	120-026	120-034
PP	119-317	120-013
S1	119-288	119-312

Download as Excel Spreadsheet

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

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