ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	121-020	120-285	-0-055	-0.1%	120-245
High	121-155	121-095	-0-060	-0.2%	121-155
Low	120-250	120-065	-0-185	-0.5%	120-005
Close	120-275	120-190	-0-085	-0.2%	120-275
Range	0-225	1-030	0-125	55.6%	1-150
ATR	0-295	0-298	0-004	1.3%	0-000
Volume	1,098,178	1,123,821	25,643	2.3%	5,189,556

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-313	123-122	121-062
R3	122-283	122-092	120-286
R2	121-253	121-253	120-254
R1	121-062	121-062	120-222	120-302
PP	120-223	120-223	120-223	120-184
S1	120-032	120-032	120-158	119-272
S2	119-193	119-193	120-126
S3	118-163	119-002	120-094
S4	117-133	117-292	119-318

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%	0-257	0.7%	39%	False	False	1,110,377
10	121-155	119-045	2-110	1.9%	0-278	0.7%	62%	False	False	1,087,305
20	121-155	118-285	2-190	2.2%	0-281	0.7%	66%	False	False	781,435
40	124-300	118-170	6-130	5.3%	1-000	0.8%	32%	False	False	830,377
60	127-080	118-170	8-230	7.2%	0-300	0.8%	24%	False	False	557,049
80	127-080	118-170	8-230	7.2%	0-265	0.7%	24%	False	False	418,144
100	127-080	118-170	8-230	7.2%	0-232	0.6%	24%	False	False	334,520
120	127-080	118-170	8-230	7.2%	0-196	0.5%	24%	False	False	278,767

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-074
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-302
2.618	124-051
1.618	123-021
1.000	122-125
0.618	121-311
HIGH	121-095
0.618	120-281
0.500	120-240
0.382	120-199
LOW	120-065
0.618	119-169
1.000	119-035
1.618	118-139
2.618	117-109
4.250	115-178

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	120-240	120-270
PP	120-223	120-243
S1	120-207	120-217

Download as Excel Spreadsheet

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

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