ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	118-185	119-005	0-140	0.4%	118-150
High	119-075	119-050	-0-025	-0.1%	119-075
Low	118-160	118-210	0-050	0.1%	118-070
Close	119-005	119-020	0-015	0.0%	119-020
Range	0-235	0-160	-0-075	-31.9%	1-005
ATR	0-257	0-250	-0-007	-2.7%	0-000
Volume	1,232,699	821,577	-411,122	-33.4%	5,287,771

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-147	120-083	119-108
R3	119-307	119-243	119-064
R2	119-147	119-147	119-049
R1	119-083	119-083	119-035	119-115
PP	118-307	118-307	118-307	119-002
S1	118-243	118-243	119-005	118-275
S2	118-147	118-147	118-311
S3	117-307	118-083	118-296
S4	117-147	117-243	118-252

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-283	121-157	119-199
R3	120-278	120-152	119-109
R2	119-273	119-273	119-080
R1	119-147	119-147	119-050	119-210
PP	118-268	118-268	118-268	118-300
S1	118-142	118-142	118-310	118-205
S2	117-263	117-263	118-280
S3	116-258	117-137	118-251
S4	115-253	116-132	118-161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-075	118-070	1-005	0.9%	0-183	0.5%	83%	False	False	1,057,554
10	119-075	117-220	1-175	1.3%	0-215	0.6%	89%	False	False	1,111,533
20	121-145	117-220	3-245	3.2%	0-250	0.7%	37%	False	False	1,142,443
40	121-155	117-220	3-255	3.2%	0-267	0.7%	36%	False	False	999,674
60	124-200	117-220	6-300	5.8%	0-296	0.8%	20%	False	False	986,117
80	127-080	117-220	9-180	8.0%	0-290	0.8%	14%	False	False	744,783
100	127-080	117-220	9-180	8.0%	0-264	0.7%	14%	False	False	596,144
120	127-080	117-220	9-180	8.0%	0-241	0.6%	14%	False	False	496,804

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-090
2.618	120-149
1.618	119-309
1.000	119-210
0.618	119-149
HIGH	119-050
0.618	118-309
0.500	118-290
0.382	118-271
LOW	118-210
0.618	118-111
1.000	118-050
1.618	117-271
2.618	117-111
4.250	116-170

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	119-003	118-311
PP	118-307	118-282
S1	118-290	118-252

Download as Excel Spreadsheet

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

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