ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	119-005	119-005	0-000	0.0%	118-150
High	119-050	120-050	1-000	0.8%	119-075
Low	118-210	119-000	0-110	0.3%	118-070
Close	119-020	120-035	1-015	0.9%	119-020
Range	0-160	1-050	0-210	131.3%	1-005
ATR	0-250	0-259	0-009	3.4%	0-000
Volume	821,577	0	-821,577	-100.0%	5,287,771

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-072	122-263	120-238
R3	122-022	121-213	120-137
R2	120-292	120-292	120-103
R1	120-163	120-163	120-069	120-228
PP	119-242	119-242	119-242	119-274
S1	119-113	119-113	120-001	119-178
S2	118-192	118-192	119-287
S3	117-142	118-063	119-253
S4	116-092	117-013	119-152

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	120-050	118-070	1-300	1.6%	0-227	0.6%	98%	True	False	900,838
10	120-050	117-220	2-150	2.1%	0-236	0.6%	98%	True	False	1,020,609
20	121-145	117-220	3-245	3.1%	0-260	0.7%	64%	False	False	1,105,978
40	121-155	117-220	3-255	3.2%	0-272	0.7%	64%	False	False	991,779
60	124-180	117-220	6-280	5.7%	0-295	0.8%	35%	False	False	978,439
80	127-080	117-220	9-180	8.0%	0-292	0.8%	25%	False	False	744,757
100	127-080	117-220	9-180	8.0%	0-268	0.7%	25%	False	False	596,141
120	127-080	117-220	9-180	8.0%	0-244	0.6%	25%	False	False	496,804

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	125-022
2.618	123-059
1.618	122-009
1.000	121-100
0.618	120-279
HIGH	120-050
0.618	119-229
0.500	119-185
0.382	119-141
LOW	119-000
0.618	118-091
1.000	117-270
1.618	117-041
2.618	115-311
4.250	114-028

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	119-298	119-272
PP	119-242	119-188
S1	119-185	119-105

Download as Excel Spreadsheet

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

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