ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 12-Jan-2011

Day Change Summary
	Previous	Current
	11-Jan-2011	12-Jan-2011	Change	Change %	Previous Week
Open	120-315	120-180	-0-135	-0.3%	120-095
High	121-040	120-210	-0-150	-0.4%	120-285
Low	120-125	120-005	-0-120	-0.3%	119-045
Close	120-175	120-180	0-005	0.0%	120-215
Range	0-235	0-205	-0-030	-12.8%	1-240
ATR	0-310	0-302	-0-007	-2.4%	0-000
Volume	993,715	1,062,316	68,601	6.9%	5,258,412

Daily Pivots for day following 12-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-107	122-028	120-293
R3	121-222	121-143	120-236
R2	121-017	121-017	120-218
R1	120-258	120-258	120-199	120-282
PP	120-132	120-132	120-132	120-144
S1	120-053	120-053	120-161	120-078
S2	119-247	119-247	120-142
S3	119-042	119-168	120-124
S4	118-157	118-283	120-067

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	121-040	119-105	1-255	1.5%	0-244	0.6%	69%	False	False	1,046,215
10	121-040	119-045	1-315	1.6%	0-262	0.7%	72%	False	False	869,266
20	121-040	118-170	2-190	2.2%	0-291	0.8%	78%	False	False	759,081
40	124-300	118-170	6-130	5.3%	0-317	0.8%	32%	False	False	744,628
60	127-080	118-170	8-230	7.2%	0-294	0.8%	23%	False	False	499,000
80	127-080	118-170	8-230	7.2%	0-264	0.7%	23%	False	False	374,447
100	127-080	118-170	8-230	7.2%	0-224	0.6%	23%	False	False	299,562
120	127-080	118-170	8-230	7.2%	0-188	0.5%	23%	False	False	249,635

Crabel Price Patterns
NR	True
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	0-056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-121
2.618	122-107
1.618	121-222
1.000	121-095
0.618	121-017
HIGH	120-210
0.618	120-132
0.500	120-108
0.382	120-083
LOW	120-005
0.618	119-198
1.000	119-120
1.618	118-313
2.618	118-108
4.250	117-094

Fisher Pivots for day following 12-Jan-2011
Pivot	1 day	3 day
R1	120-156	120-182
PP	120-132	120-182
S1	120-108	120-181

Download as Excel Spreadsheet

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

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