ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 13-Jan-2011

Day Change Summary
	Previous	Current
	12-Jan-2011	13-Jan-2011	Change	Change %	Previous Week
Open	120-180	120-160	-0-020	-0.1%	120-095
High	120-210	121-065	0-175	0.5%	120-285
Low	120-005	120-115	0-110	0.3%	119-045
Close	120-180	121-035	0-175	0.5%	120-215
Range	0-205	0-270	0-065	31.7%	1-240
ATR	0-302	0-300	-0-002	-0.8%	0-000
Volume	1,062,316	1,273,859	211,543	19.9%	5,258,412

Daily Pivots for day following 13-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-135	123-035	121-184
R3	122-185	122-085	121-109
R2	121-235	121-235	121-084
R1	121-135	121-135	121-060	121-185
PP	120-285	120-285	120-285	120-310
S1	120-185	120-185	121-010	120-235
S2	120-015	120-015	120-306
S3	119-065	119-235	120-281
S4	118-115	118-285	120-206

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	121-065	119-170	1-215	1.4%	0-255	0.7%	94%	True	False	1,103,557
10	121-065	119-045	2-020	1.7%	0-266	0.7%	95%	True	False	953,331
20	121-065	118-170	2-215	2.2%	0-285	0.7%	96%	True	False	763,766
40	124-300	118-170	6-130	5.3%	0-317	0.8%	40%	False	False	776,174
60	127-080	118-170	8-230	7.2%	0-295	0.8%	30%	False	False	520,172
80	127-080	118-170	8-230	7.2%	0-262	0.7%	30%	False	False	390,371
100	127-080	118-170	8-230	7.2%	0-227	0.6%	30%	False	False	312,300
120	127-080	118-170	8-230	7.2%	0-191	0.5%	30%	False	False	260,251

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-252
2.618	123-132
1.618	122-182
1.000	122-015
0.618	121-232
HIGH	121-065
0.618	120-282
0.500	120-250
0.382	120-218
LOW	120-115
0.618	119-268
1.000	119-165
1.618	118-318
2.618	118-048
4.250	116-248

Fisher Pivots for day following 13-Jan-2011
Pivot	1 day	3 day
R1	121-000	120-302
PP	120-285	120-248
S1	120-250	120-195

Download as Excel Spreadsheet

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

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