ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 25-Jan-2011

Day Change Summary
	Previous	Current
	24-Jan-2011	25-Jan-2011	Change	Change %	Previous Week
Open	120-050	120-080	0-030	0.1%	120-285
High	120-150	121-015	0-185	0.5%	121-095
Low	119-290	120-035	0-065	0.2%	119-220
Close	120-075	120-295	0-220	0.6%	120-050
Range	0-180	0-300	0-120	66.7%	1-195
ATR	0-281	0-283	0-001	0.5%	0-000
Volume	729,305	1,254,255	524,950	72.0%	4,439,366

Daily Pivots for day following 25-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-162	123-048	121-140
R3	122-182	122-068	121-058
R2	121-202	121-202	121-030
R1	121-088	121-088	121-002	121-145
PP	120-222	120-222	120-222	120-250
S1	120-108	120-108	120-268	120-165
S2	119-242	119-242	120-240
S3	118-262	119-128	120-212
S4	117-282	118-148	120-130

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	121-015	119-220	1-115	1.1%	0-247	0.6%	91%	True	False	1,059,821
10	121-155	119-220	1-255	1.5%	0-252	0.7%	69%	False	False	1,085,099
20	121-155	118-285	2-190	2.1%	0-281	0.7%	78%	False	False	923,512
40	124-180	118-170	6-010	5.0%	0-314	0.8%	40%	False	False	928,747
60	127-080	118-170	8-230	7.2%	0-303	0.8%	27%	False	False	645,170
80	127-080	118-170	8-230	7.2%	0-270	0.7%	27%	False	False	484,358
100	127-080	118-170	8-230	7.2%	0-244	0.6%	27%	False	False	387,511
120	127-080	118-170	8-230	7.2%	0-206	0.5%	27%	False	False	322,926

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-066
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-010
2.618	123-160
1.618	122-180
1.000	121-315
0.618	121-200
HIGH	121-015
0.618	120-220
0.500	120-185
0.382	120-150
LOW	120-035
0.618	119-170
1.000	119-055
1.618	118-190
2.618	117-210
4.250	116-040

Fisher Pivots for day following 25-Jan-2011
Pivot	1 day	3 day
R1	120-258	120-236
PP	120-222	120-177
S1	120-185	120-118

Download as Excel Spreadsheet

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

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