ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	120-110	120-190	0-080	0.2%	120-050
High	120-235	121-100	0-185	0.5%	121-100
Low	119-280	120-060	0-100	0.3%	119-280
Close	120-215	121-050	0-155	0.4%	121-050
Range	0-275	1-040	0-085	30.9%	1-140
ATR	0-280	0-285	0-006	2.1%	0-000
Volume	1,279,363	1,345,418	66,055	5.2%	5,628,858

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-083	123-267	121-248
R3	123-043	122-227	121-149
R2	122-003	122-003	121-116
R1	121-187	121-187	121-083	121-255
PP	120-283	120-283	120-283	120-318
S1	120-147	120-147	121-017	120-215
S2	119-243	119-243	120-304
S3	118-203	119-107	120-271
S4	117-163	118-067	120-172

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-030	124-180	121-303
R3	123-210	123-040	121-176
R2	122-070	122-070	121-134
R1	121-220	121-220	121-092	121-305
PP	120-250	120-250	120-250	120-292
S1	120-080	120-080	121-008	120-165
S2	119-110	119-110	120-286
S3	117-290	118-260	120-244
S4	116-150	117-120	120-117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-100	119-280	1-140	1.2%	0-266	0.7%	89%	True	False	1,125,771
10	121-155	119-220	1-255	1.5%	0-266	0.7%	82%	False	False	1,116,640
20	121-155	119-045	2-110	1.9%	0-266	0.7%	86%	False	False	1,034,985
40	123-150	118-170	4-300	4.1%	0-312	0.8%	53%	False	False	963,778
60	127-080	118-170	8-230	7.2%	0-310	0.8%	30%	False	False	705,774
80	127-080	118-170	8-230	7.2%	0-277	0.7%	30%	False	False	529,918
100	127-080	118-170	8-230	7.2%	0-248	0.6%	30%	False	False	423,964
120	127-080	118-170	8-230	7.2%	0-211	0.5%	30%	False	False	353,304

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	0-080
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126-030
2.618	124-082
1.618	123-042
1.000	122-140
0.618	122-002
HIGH	121-100
0.618	120-282
0.500	120-240
0.382	120-198
LOW	120-060
0.618	119-158
1.000	119-020
1.618	118-118
2.618	117-078
4.250	115-130

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	121-007	120-310
PP	120-283	120-250
S1	120-240	120-190

Download as Excel Spreadsheet

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

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