ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	119-275	119-295	0-020	0.1%	120-090
High	120-080	120-040	-0-040	-0.1%	120-230
Low	119-190	119-210	0-020	0.1%	118-315
Close	120-010	119-245	-0-085	-0.2%	120-000
Range	0-210	0-150	-0-060	-28.6%	1-235
ATR	0-242	0-236	-0-007	-2.7%	0-000
Volume	31,762	18,159	-13,603	-42.8%	778,857

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-082	120-313	120-008
R3	120-252	120-163	119-286
R2	120-102	120-102	119-272
R1	120-013	120-013	119-259	119-302
PP	119-272	119-272	119-272	119-256
S1	119-183	119-183	119-231	119-152
S2	119-122	119-122	119-218
S3	118-292	119-033	119-204
S4	118-142	118-203	119-162

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%	0-247	0.6%	45%	False	False	53,116
10	120-230	118-315	1-235	1.4%	0-210	0.5%	45%	False	False	547,650
20	120-230	117-220	3-010	2.5%	0-223	0.6%	69%	False	False	784,129
40	121-155	117-220	3-255	3.2%	0-241	0.6%	55%	False	False	948,857
60	121-155	117-220	3-255	3.2%	0-272	0.7%	55%	False	False	889,233
80	126-110	117-220	8-210	7.2%	0-287	0.7%	24%	False	False	812,006
100	127-080	117-220	9-180	8.0%	0-274	0.7%	22%	False	False	650,876
120	127-080	117-220	9-180	8.0%	0-254	0.7%	22%	False	False	542,438

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-062
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-038
2.618	121-113
1.618	120-283
1.000	120-190
0.618	120-133
HIGH	120-040
0.618	119-303
0.500	119-285
0.382	119-267
LOW	119-210
0.618	119-117
1.000	119-060
1.618	118-287
2.618	118-137
4.250	117-212

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	119-285	119-229
PP	119-272	119-213
S1	119-258	119-198

Download as Excel Spreadsheet

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

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