ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 06-Jan-2011

Day Change Summary
	Previous	Current
	05-Jan-2011	06-Jan-2011	Change	Change %	Previous Week
Open	120-120	119-125	-0-315	-0.8%	119-160
High	120-230	120-000	-0-230	-0.6%	120-155
Low	119-045	119-105	0-060	0.2%	118-285
Close	119-075	119-260	0-185	0.5%	120-140
Range	1-185	0-215	-0-290	-57.4%	1-190
ATR	1-007	1-002	-0-006	-1.8%	0-000
Volume	1,305,638	987,146	-318,492	-24.4%	1,934,961

Daily Pivots for day following 06-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-233	121-142	120-058
R3	121-018	120-247	119-319
R2	120-123	120-123	119-299
R1	120-032	120-032	119-280	120-078
PP	119-228	119-228	119-228	119-251
S1	119-137	119-137	119-240	119-182
S2	119-013	119-013	119-221
S3	118-118	118-242	119-201
S4	117-223	118-027	119-142

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%	0-277	0.7%	43%	False	False	803,105
10	120-230	118-285	1-265	1.5%	0-308	0.8%	50%	False	False	608,279
20	121-080	118-170	2-230	2.3%	1-005	0.8%	47%	False	False	760,702
40	126-110	118-170	7-260	6.5%	1-010	0.9%	16%	False	False	639,772
60	127-080	118-170	8-230	7.3%	0-292	0.8%	15%	False	False	428,473
80	127-080	118-170	8-230	7.3%	0-256	0.7%	15%	False	False	321,399
100	127-080	118-170	8-230	7.3%	0-214	0.6%	15%	False	False	257,123
120	127-080	118-170	8-230	7.3%	0-180	0.5%	15%	False	False	214,269

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	0-064
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-274
2.618	121-243
1.618	121-028
1.000	120-215
0.618	120-133
HIGH	120-000
0.618	119-238
0.500	119-212
0.382	119-187
LOW	119-105
0.618	118-292
1.000	118-210
1.618	118-077
2.618	117-182
4.250	116-151

Fisher Pivots for day following 06-Jan-2011
Pivot	1 day	3 day
R1	119-244	119-298
PP	119-228	119-285
S1	119-212	119-272

Download as Excel Spreadsheet

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

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