ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	119-125	119-305	0-180	0.5%	120-095
High	120-000	120-285	0-285	0.7%	120-285
Low	119-105	119-170	0-065	0.2%	119-045
Close	119-260	120-215	0-275	0.7%	120-215
Range	0-215	1-115	0-220	102.3%	1-240
ATR	1-002	1-010	0-008	2.5%	0-000
Volume	987,146	1,426,410	439,264	44.5%	5,258,412

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-142	123-293	121-134
R3	123-027	122-178	121-015
R2	121-232	121-232	120-295
R1	121-063	121-063	120-255	121-148
PP	120-117	120-117	120-117	120-159
S1	119-268	119-268	120-175	120-032
S2	119-002	119-002	120-135
S3	117-207	118-153	120-095
S4	116-092	117-038	119-296

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-155	124-265	121-203
R3	123-235	123-025	121-049
R2	121-315	121-315	120-318
R1	121-105	121-105	120-266	121-210
PP	120-075	120-075	120-075	120-128
S1	119-185	119-185	120-164	119-290
S2	118-155	118-155	120-112
S3	116-235	117-265	120-061
S4	114-315	116-025	119-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-285	119-045	1-240	1.5%	1-009	0.9%	88%	True	False	1,051,682
10	120-285	118-285	2-000	1.7%	1-012	0.9%	89%	True	False	719,337
20	121-045	118-170	2-195	2.2%	1-014	0.9%	82%	False	False	769,986
40	126-110	118-170	7-260	6.5%	1-013	0.9%	27%	False	False	675,155
60	127-080	118-170	8-230	7.2%	0-296	0.8%	25%	False	False	452,222
80	127-080	118-170	8-230	7.2%	0-261	0.7%	25%	False	False	339,229
100	127-080	118-170	8-230	7.2%	0-219	0.6%	25%	False	False	271,387
120	127-080	118-170	8-230	7.2%	0-184	0.5%	25%	False	False	226,156

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-214
2.618	124-144
1.618	123-029
1.000	122-080
0.618	121-234
HIGH	120-285
0.618	120-119
0.500	120-068
0.382	120-016
LOW	119-170
0.618	118-221
1.000	118-055
1.618	117-106
2.618	115-311
4.250	113-241

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	120-166	120-145
PP	120-117	120-075
S1	120-068	120-005

Download as Excel Spreadsheet

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

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