ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	120-265	120-105	-0-160	-0.4%	120-050
High	120-280	120-225	-0-055	-0.1%	121-100
Low	120-020	119-225	-0-115	-0.3%	119-280
Close	120-095	119-285	-0-130	-0.3%	121-050
Range	0-260	1-000	0-060	23.1%	1-140
ATR	0-283	0-285	0-003	0.9%	0-000
Volume	1,078,559	1,141,970	63,411	5.9%	5,628,858

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-032	122-158	120-141
R3	122-032	121-158	120-053
R2	121-032	121-032	120-024
R1	120-158	120-158	119-314	120-095
PP	120-032	120-032	120-032	120-000
S1	119-158	119-158	119-256	119-095
S2	119-032	119-032	119-226
S3	118-032	118-158	119-197
S4	117-032	117-158	119-109

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	121-145	119-225	1-240	1.5%	0-297	0.8%	11%	False	True	1,161,218
10	121-145	119-220	1-245	1.5%	0-276	0.7%	12%	False	False	1,120,109
20	121-155	119-045	2-110	2.0%	0-275	0.7%	32%	False	False	1,107,914
40	123-100	118-170	4-250	4.0%	0-310	0.8%	28%	False	False	953,525
60	126-260	118-170	8-090	6.9%	0-308	0.8%	16%	False	False	758,136
80	127-080	118-170	8-230	7.3%	0-281	0.7%	16%	False	False	569,680
100	127-080	118-170	8-230	7.3%	0-254	0.7%	16%	False	False	455,774
120	127-080	118-170	8-230	7.3%	0-218	0.6%	16%	False	False	379,815

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	0-069
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-305
2.618	123-103
1.618	122-103
1.000	121-225
0.618	121-103
HIGH	120-225
0.618	120-103
0.500	120-065
0.382	120-027
LOW	119-225
0.618	119-027
1.000	118-225
1.618	118-027
2.618	117-027
4.250	115-145

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	120-065	120-185
PP	120-032	120-112
S1	119-318	120-038

Download as Excel Spreadsheet

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

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