ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	119-295	119-225	-0-070	-0.2%	120-090
High	120-040	120-160	0-120	0.3%	120-230
Low	119-210	119-225	0-015	0.0%	118-315
Close	119-245	120-100	0-175	0.5%	120-000
Range	0-150	0-255	0-105	70.0%	1-235
ATR	0-236	0-237	0-001	0.6%	0-000
Volume	18,159	11,604	-6,555	-36.1%	778,857

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-180	122-075	120-240
R3	121-245	121-140	120-170
R2	120-310	120-310	120-147
R1	120-205	120-205	120-123	120-258
PP	120-055	120-055	120-055	120-081
S1	119-270	119-270	120-077	120-002
S2	119-120	119-120	120-053
S3	118-185	119-015	120-030
S4	117-250	118-080	119-280

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	120-160	118-315	1-165	1.3%	0-249	0.6%	88%	True	False	36,994
10	120-230	118-315	1-235	1.4%	0-218	0.6%	77%	False	False	385,576
20	120-230	117-220	3-010	2.5%	0-221	0.6%	87%	False	False	731,266
40	121-155	117-220	3-255	3.2%	0-244	0.6%	69%	False	False	930,110
60	121-155	117-220	3-255	3.2%	0-269	0.7%	69%	False	False	875,809
80	126-060	117-220	8-160	7.1%	0-287	0.7%	31%	False	False	811,956
100	127-080	117-220	9-180	7.9%	0-274	0.7%	27%	False	False	650,985
120	127-080	117-220	9-180	7.9%	0-255	0.7%	27%	False	False	542,535

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	0-054
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-284
2.618	122-188
1.618	121-253
1.000	121-095
0.618	120-318
HIGH	120-160
0.618	120-063
0.500	120-032
0.382	120-002
LOW	119-225
0.618	119-067
1.000	118-290
1.618	118-132
2.618	117-197
4.250	116-101

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	120-078	120-072
PP	120-055	120-043
S1	120-032	120-015

Download as Excel Spreadsheet

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

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