ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	120-235	119-275	-0-280	-0.7%	120-285
High	120-305	120-080	-0-225	-0.6%	121-095
Low	119-220	119-220	0-000	0.0%	119-220
Close	119-265	120-050	0-105	0.3%	120-050
Range	1-085	0-180	-0-225	-55.6%	1-195
ATR	0-298	0-289	-0-008	-2.8%	0-000
Volume	1,381,879	1,009,045	-372,834	-27.0%	4,439,366

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-230	121-160	120-149
R3	121-050	120-300	120-100
R2	120-190	120-190	120-083
R1	120-120	120-120	120-066	120-155
PP	120-010	120-010	120-010	120-028
S1	119-260	119-260	120-034	119-295
S2	119-150	119-150	120-017
S3	118-290	119-080	120-000
S4	118-110	118-220	119-271

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-067	124-093	121-013
R3	123-192	122-218	120-192
R2	121-317	121-317	120-144
R1	121-023	121-023	120-097	120-232
PP	120-122	120-122	120-122	120-066
S1	119-148	119-148	120-003	119-038
S2	118-247	118-247	119-276
S3	117-052	117-273	119-228
S4	115-177	116-078	119-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-155	119-220	1-255	1.5%	0-266	0.7%	26%	False	True	1,107,508
10	121-155	119-170	1-305	1.6%	0-260	0.7%	32%	False	False	1,105,533
20	121-155	118-285	2-190	2.2%	0-284	0.7%	49%	False	False	856,906
40	124-200	118-170	6-030	5.1%	1-000	0.8%	27%	False	False	907,955
60	127-080	118-170	8-230	7.3%	0-303	0.8%	19%	False	False	612,229
80	127-080	118-170	8-230	7.3%	0-268	0.7%	19%	False	False	459,569
100	127-080	118-170	8-230	7.3%	0-239	0.6%	19%	False	False	367,676
120	127-080	118-170	8-230	7.3%	0-202	0.5%	19%	False	False	306,397

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	0-072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-205
2.618	121-231
1.618	121-051
1.000	120-260
0.618	120-191
HIGH	120-080
0.618	120-011
0.500	119-310
0.382	119-289
LOW	119-220
0.618	119-109
1.000	119-040
1.618	118-249
2.618	118-069
4.250	117-095

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	120-030	120-102
PP	120-010	120-085
S1	119-310	120-068

Download as Excel Spreadsheet

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

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