ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	120-285	120-180	-0-105	-0.3%	120-245
High	121-095	120-275	-0-140	-0.4%	121-155
Low	120-065	120-105	0-040	0.1%	120-005
Close	120-190	120-250	0-060	0.2%	120-275
Range	1-030	0-170	-0-180	-51.4%	1-150
ATR	0-298	0-289	-0-009	-3.1%	0-000
Volume	1,123,821	924,621	-199,200	-17.7%	5,189,556

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-080	122-015	121-024
R3	121-230	121-165	120-297
R2	121-060	121-060	120-281
R1	120-315	120-315	120-266	121-028
PP	120-210	120-210	120-210	120-226
S1	120-145	120-145	120-234	120-178
S2	120-040	120-040	120-219
S3	119-190	119-295	120-203
S4	119-020	119-125	120-156

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%	0-244	0.6%	52%	False	False	1,096,559
10	121-155	119-045	2-110	1.9%	0-274	0.7%	70%	False	False	1,095,719
20	121-155	118-285	2-190	2.1%	0-275	0.7%	73%	False	False	792,065
40	124-300	118-170	6-130	5.3%	1-000	0.8%	35%	False	False	852,105
60	127-080	118-170	8-230	7.2%	0-301	0.8%	26%	False	False	572,432
80	127-080	118-170	8-230	7.2%	0-266	0.7%	26%	False	False	429,698
100	127-080	118-170	8-230	7.2%	0-234	0.6%	26%	False	False	343,767
120	127-080	118-170	8-230	7.2%	0-197	0.5%	26%	False	False	286,472

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-073
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-038
2.618	122-080
1.618	121-230
1.000	121-125
0.618	121-060
HIGH	120-275
0.618	120-210
0.500	120-190
0.382	120-170
LOW	120-105
0.618	120-000
1.000	119-255
1.618	119-150
2.618	118-300
4.250	118-022

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	120-230	120-270
PP	120-210	120-263
S1	120-190	120-257

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

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