ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 03-Mar-2011

Day Change Summary
	Previous	Current
	02-Mar-2011	03-Mar-2011	Change	Change %	Previous Week
Open	120-175	119-315	-0-180	-0.5%	119-005
High	120-230	120-030	-0-200	-0.5%	120-115
Low	119-305	119-070	-0-235	-0.6%	119-000
Close	120-020	119-075	-0-265	-0.7%	120-055
Range	0-245	0-280	0-035	14.3%	1-115
ATR	0-233	0-237	0-003	1.4%	0-000
Volume	92,213	78,521	-13,692	-14.8%	4,647,726

Daily Pivots for day following 03-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-045	121-180	119-229
R3	121-085	120-220	119-152
R2	120-125	120-125	119-126
R1	119-260	119-260	119-101	119-212
PP	119-165	119-165	119-165	119-141
S1	118-300	118-300	119-049	118-252
S2	118-205	118-205	119-024
S3	117-245	118-020	118-318
S4	116-285	117-060	118-241

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-295	123-130	120-294
R3	122-180	122-015	120-175
R2	121-065	121-065	120-135
R1	120-220	120-220	120-095	120-302
PP	119-270	119-270	119-270	119-311
S1	119-105	119-105	120-015	119-188
S2	118-155	118-155	119-295
S3	117-040	117-310	119-255
S4	115-245	116-195	119-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-230	119-070	1-160	1.3%	0-206	0.5%	1%	False	True	376,204
10	120-230	118-160	2-070	1.9%	0-215	0.6%	33%	False	False	743,593
20	120-230	117-220	3-010	2.5%	0-229	0.6%	51%	False	False	971,017
40	121-155	117-220	3-255	3.2%	0-252	0.7%	41%	False	False	1,039,465
60	123-100	117-220	5-200	4.7%	0-283	0.7%	28%	False	False	959,356
80	126-260	117-220	9-040	7.7%	0-288	0.8%	17%	False	False	811,356
100	127-080	117-220	9-180	8.0%	0-271	0.7%	16%	False	False	649,947
120	127-080	117-220	9-180	8.0%	0-250	0.7%	16%	False	False	541,648

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	0-044
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-260
2.618	122-123
1.618	121-163
1.000	120-310
0.618	120-203
HIGH	120-030
0.618	119-243
0.500	119-210
0.382	119-177
LOW	119-070
0.618	118-217
1.000	118-110
1.618	117-257
2.618	116-297
4.250	115-160

Fisher Pivots for day following 03-Mar-2011
Pivot	1 day	3 day
R1	119-210	119-310
PP	119-165	119-232
S1	119-120	119-153

Download as Excel Spreadsheet

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

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