ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 10-Mar-2011

Day Change Summary
	Previous	Current
	09-Mar-2011	10-Mar-2011	Change	Change %	Previous Week
Open	119-225	120-095	0-190	0.5%	120-090
High	120-160	121-050	0-210	0.5%	120-230
Low	119-225	120-090	0-185	0.5%	118-315
Close	120-100	120-305	0-205	0.5%	120-000
Range	0-255	0-280	0-025	9.8%	1-235
ATR	0-237	0-240	0-003	1.3%	0-000
Volume	11,604	17,172	5,568	48.0%	778,857

Daily Pivots for day following 10-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-135	123-020	121-139
R3	122-175	122-060	121-062
R2	121-215	121-215	121-036
R1	121-100	121-100	121-011	121-158
PP	120-255	120-255	120-255	120-284
S1	120-140	120-140	120-279	120-198
S2	119-295	119-295	120-254
S3	119-015	119-180	120-228
S4	118-055	118-220	120-151

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	121-050	118-315	2-055	1.8%	0-249	0.6%	91%	True	False	24,724
10	121-050	118-315	2-055	1.8%	0-228	0.6%	91%	True	False	200,464
20	121-050	118-005	3-045	2.6%	0-219	0.6%	94%	True	False	661,836
40	121-155	117-220	3-255	3.1%	0-245	0.6%	86%	False	False	905,696
60	121-155	117-220	3-255	3.1%	0-266	0.7%	86%	False	False	859,706
80	124-310	117-220	7-090	6.0%	0-284	0.7%	45%	False	False	812,154
100	127-080	117-220	9-180	7.9%	0-274	0.7%	34%	False	False	651,125
120	127-080	117-220	9-180	7.9%	0-257	0.7%	34%	False	False	542,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	124-280
2.618	123-143
1.618	122-183
1.000	122-010
0.618	121-223
HIGH	121-050
0.618	120-263
0.500	120-230
0.382	120-197
LOW	120-090
0.618	119-237
1.000	119-130
1.618	118-277
2.618	117-317
4.250	116-180

Fisher Pivots for day following 10-Mar-2011
Pivot	1 day	3 day
R1	120-280	120-247
PP	120-255	120-188
S1	120-230	120-130

Download as Excel Spreadsheet

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

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