ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	120-085	120-120	0-035	0.1%	119-160
High	120-215	120-230	0-015	0.0%	120-155
Low	120-000	119-045	-0-275	-0.7%	118-285
Close	120-100	119-075	-1-025	-0.9%	120-140
Range	0-215	1-185	0-290	134.9%	1-190
ATR	0-314	1-007	0-014	4.4%	0-000
Volume	840,482	1,305,638	465,156	55.3%	1,934,961

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-138	123-132	120-033
R3	122-273	121-267	119-214
R2	121-088	121-088	119-168
R1	120-082	120-082	119-121	119-312
PP	119-223	119-223	119-223	119-179
S1	118-217	118-217	119-029	118-128
S2	118-038	118-038	118-302
S3	116-173	117-032	118-256
S4	114-308	115-167	118-117

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	120-230	119-045	1-185	1.3%	0-279	0.7%	6%	True	True	692,317
10	120-230	118-285	1-265	1.5%	0-306	0.8%	19%	True	False	557,449
20	121-210	118-170	3-040	2.6%	1-018	0.9%	23%	False	False	792,223
40	126-260	118-170	8-090	6.9%	1-014	0.9%	8%	False	False	615,271
60	127-080	118-170	8-230	7.3%	0-291	0.8%	8%	False	False	412,026
80	127-080	118-170	8-230	7.3%	0-254	0.7%	8%	False	False	309,059
100	127-080	118-170	8-230	7.3%	0-212	0.6%	8%	False	False	247,251
120	127-080	118-170	8-230	7.3%	0-178	0.5%	8%	False	False	206,043

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-064
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	127-136
2.618	124-272
1.618	123-087
1.000	122-095
0.618	121-222
HIGH	120-230
0.618	120-037
0.500	119-298
0.382	119-238
LOW	119-045
0.618	118-053
1.000	117-180
1.618	116-188
2.618	115-003
4.250	112-139

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	119-298	119-298
PP	119-223	119-223
S1	119-149	119-149

Download as Excel Spreadsheet

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

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