ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	120-015	119-255	-0-080	-0.2%	118-150
High	120-090	120-115	0-025	0.1%	119-075
Low	119-240	119-250	0-010	0.0%	118-070
Close	119-260	120-015	0-075	0.2%	119-020
Range	0-170	0-185	0-015	8.8%	1-005
ATR	0-252	0-247	-0-005	-1.9%	0-000
Volume	1,632,340	1,868,295	235,955	14.5%	5,287,771

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-255	121-160	120-117
R3	121-070	120-295	120-066
R2	120-205	120-205	120-049
R1	120-110	120-110	120-032	120-158
PP	120-020	120-020	120-020	120-044
S1	119-245	119-245	119-318	119-292
S2	119-155	119-155	119-301
S3	118-290	119-060	119-284
S4	118-105	118-195	119-233

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	120-115	118-160	1-275	1.5%	0-224	0.6%	83%	True	False	1,110,982
10	120-115	118-005	2-110	2.0%	0-210	0.5%	87%	True	False	1,123,209
20	121-145	117-220	3-245	3.1%	0-252	0.7%	63%	False	False	1,167,271
40	121-155	117-220	3-255	3.2%	0-260	0.7%	62%	False	False	1,060,033
60	124-180	117-220	6-280	5.7%	0-293	0.8%	34%	False	False	1,019,195
80	127-080	117-220	9-180	8.0%	0-291	0.8%	25%	False	False	788,415
100	127-080	117-220	9-180	8.0%	0-267	0.7%	25%	False	False	631,142
120	127-080	117-220	9-180	8.0%	0-246	0.6%	25%	False	False	525,975

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	0-049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-261
2.618	121-279
1.618	121-094
1.000	120-300
0.618	120-229
HIGH	120-115
0.618	120-044
0.500	120-022
0.382	120-001
LOW	119-250
0.618	119-136
1.000	119-065
1.618	118-271
2.618	118-086
4.250	117-104

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	120-022	119-296
PP	120-020	119-257
S1	120-018	119-218

Download as Excel Spreadsheet

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

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