ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	120-160	121-020	0-180	0.5%	120-245
High	121-065	121-155	0-090	0.2%	121-155
Low	120-115	120-250	0-135	0.4%	120-005
Close	121-035	120-275	-0-080	-0.2%	120-275
Range	0-270	0-225	-0-045	-16.7%	1-150
ATR	0-300	0-295	-0-005	-1.8%	0-000
Volume	1,273,859	1,098,178	-175,681	-13.8%	5,189,556

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-048	122-227	121-079
R3	122-143	122-002	121-017
R2	121-238	121-238	120-316
R1	121-097	121-097	120-296	121-055
PP	121-013	121-013	121-013	120-312
S1	120-192	120-192	120-254	120-150
S2	120-108	120-108	120-234
S3	119-203	119-287	120-213
S4	118-298	119-062	120-151

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-062	124-158	121-214
R3	123-232	123-008	121-084
R2	122-082	122-082	121-041
R1	121-178	121-178	120-318	121-290
PP	120-252	120-252	120-252	120-308
S1	120-028	120-028	120-232	120-140
S2	119-102	119-102	120-189
S3	117-272	118-198	120-146
S4	116-122	117-048	120-016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-155	120-005	1-150	1.2%	0-213	0.6%	57%	True	False	1,037,911
10	121-155	119-045	2-110	1.9%	0-271	0.7%	73%	True	False	1,044,796
20	121-155	118-285	2-190	2.1%	0-280	0.7%	76%	True	False	763,837
40	124-300	118-170	6-130	5.3%	0-317	0.8%	36%	False	False	802,970
60	127-080	118-170	8-230	7.2%	0-296	0.8%	27%	False	False	538,380
80	127-080	118-170	8-230	7.2%	0-263	0.7%	27%	False	False	404,097
100	127-080	118-170	8-230	7.2%	0-229	0.6%	27%	False	False	323,282
120	127-080	118-170	8-230	7.2%	0-193	0.5%	27%	False	False	269,402

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	0-062
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-151
2.618	123-104
1.618	122-199
1.000	122-060
0.618	121-294
HIGH	121-155
0.618	121-069
0.500	121-042
0.382	121-016
LOW	120-250
0.618	120-111
1.000	120-025
1.618	119-206
2.618	118-301
4.250	117-254

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	121-042	120-263
PP	121-013	120-252
S1	120-304	120-240

Download as Excel Spreadsheet

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

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