ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 24-Jan-2011

Day Change Summary
	Previous	Current
	21-Jan-2011	24-Jan-2011	Change	Change %	Previous Week
Open	119-275	120-050	0-095	0.2%	120-285
High	120-080	120-150	0-070	0.2%	121-095
Low	119-220	119-290	0-070	0.2%	119-220
Close	120-050	120-075	0-025	0.1%	120-050
Range	0-180	0-180	0-000	0.0%	1-195
ATR	0-289	0-281	-0-008	-2.7%	0-000
Volume	1,009,045	729,305	-279,740	-27.7%	4,439,366

Daily Pivots for day following 24-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-285	121-200	120-174
R3	121-105	121-020	120-124
R2	120-245	120-245	120-108
R1	120-160	120-160	120-092	120-202
PP	120-065	120-065	120-065	120-086
S1	119-300	119-300	120-058	120-022
S2	119-205	119-205	120-042
S3	119-025	119-120	120-026
S4	118-165	118-260	119-296

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	121-095	119-220	1-195	1.3%	0-257	0.7%	34%	False	False	1,033,734
10	121-155	119-220	1-255	1.5%	0-235	0.6%	30%	False	False	1,035,822
20	121-155	118-285	2-190	2.2%	0-284	0.7%	52%	False	False	877,580
40	124-180	118-170	6-010	5.0%	0-313	0.8%	28%	False	False	914,669
60	127-080	118-170	8-230	7.3%	0-303	0.8%	20%	False	False	624,350
80	127-080	118-170	8-230	7.3%	0-270	0.7%	20%	False	False	468,682
100	127-080	118-170	8-230	7.3%	0-241	0.6%	20%	False	False	374,969
120	127-080	118-170	8-230	7.3%	0-203	0.5%	20%	False	False	312,474

Crabel Price Patterns
NR	False
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	0-067

Fibonacci Retracements and Extensions
4.250	122-275
2.618	121-301
1.618	121-121
1.000	121-010
0.618	120-261
HIGH	120-150
0.618	120-081
0.500	120-060
0.382	120-039
LOW	119-290
0.618	119-179
1.000	119-110
1.618	118-319
2.618	118-139
4.250	117-165

Fisher Pivots for day following 24-Jan-2011
Pivot	1 day	3 day
R1	120-070	120-102
PP	120-065	120-093
S1	120-060	120-084

Download as Excel Spreadsheet

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

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