ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	119-315	119-105	-0-210	-0.5%	120-090
High	120-030	120-025	-0-005	0.0%	120-230
Low	119-070	118-315	-0-075	-0.2%	118-315
Close	119-075	120-000	0-245	0.6%	120-000
Range	0-280	1-030	0-070	25.0%	1-235
ATR	0-237	0-245	0-008	3.4%	0-000
Volume	78,521	44,927	-33,594	-42.8%	778,857

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-310	122-185	120-192
R3	121-280	121-155	120-096
R2	120-250	120-250	120-064
R1	120-125	120-125	120-032	120-188
PP	119-220	119-220	119-220	119-251
S1	119-095	119-095	119-288	119-158
S2	118-190	118-190	119-256
S3	117-160	118-065	119-224
S4	116-130	117-035	119-128

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-033	124-092	120-305
R3	123-118	122-177	120-153
R2	121-203	121-203	120-102
R1	120-262	120-262	120-051	120-115
PP	119-288	119-288	119-288	119-215
S1	119-027	119-027	119-269	118-200
S2	118-053	118-053	119-218
S3	116-138	117-112	119-167
S4	114-223	115-197	119-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-230	118-315	1-235	1.4%	0-246	0.6%	59%	False	True	155,771
10	120-230	118-210	2-020	1.7%	0-226	0.6%	65%	False	False	624,816
20	120-230	117-220	3-010	2.5%	0-234	0.6%	76%	False	False	906,965
40	121-155	117-220	3-255	3.2%	0-248	0.6%	61%	False	False	1,007,948
60	121-210	117-220	3-310	3.3%	0-278	0.7%	58%	False	False	936,040
80	126-260	117-220	9-040	7.6%	0-291	0.8%	25%	False	False	811,609
100	127-080	117-220	9-180	8.0%	0-274	0.7%	24%	False	False	650,395
120	127-080	117-220	9-180	8.0%	0-252	0.7%	24%	False	False	542,022

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	0-052
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	124-232
2.618	122-301
1.618	121-271
1.000	121-055
0.618	120-241
HIGH	120-025
0.618	119-211
0.500	119-170
0.382	119-129
LOW	118-315
0.618	118-099
1.000	117-285
1.618	117-069
2.618	116-039
4.250	114-108

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	119-270	119-304
PP	119-220	119-288
S1	119-170	119-272

Download as Excel Spreadsheet

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

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