ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	121-010	121-200	0-190	0.5%	119-275
High	121-215	122-225	1-010	0.8%	121-135
Low	120-290	121-170	0-200	0.5%	119-190
Close	121-165	121-195	0-030	0.1%	121-000
Range	0-245	1-055	0-130	53.1%	1-265
ATR	0-238	0-248	0-010	4.3%	0-000
Volume	9,008	3,813	-5,195	-57.7%	98,993

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-148	124-227	122-081
R3	124-093	123-172	121-298
R2	123-038	123-038	121-264
R1	122-117	122-117	121-229	122-050
PP	121-303	121-303	121-303	121-270
S1	121-062	121-062	121-161	120-315
S2	120-248	120-248	121-126
S3	119-193	120-007	121-092
S4	118-138	118-272	120-309

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-050	125-130	122-002
R3	124-105	123-185	121-161
R2	122-160	122-160	121-107
R1	121-240	121-240	121-054	122-040
PP	120-215	120-215	120-215	120-275
S1	119-295	119-295	120-266	120-095
S2	118-270	118-270	120-213
S3	117-005	118-030	120-159
S4	115-060	116-085	119-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-225	119-225	3-000	2.5%	0-271	0.7%	64%	True	False	12,378
10	122-225	118-315	3-230	3.1%	0-259	0.7%	71%	True	False	32,747
20	122-225	118-070	4-155	3.7%	0-229	0.6%	76%	True	False	502,129
40	122-225	117-220	5-005	4.1%	0-248	0.6%	78%	True	False	820,665
60	122-225	117-220	5-005	4.1%	0-259	0.7%	78%	True	False	801,723
80	124-300	117-220	7-080	6.0%	0-283	0.7%	54%	False	False	811,817
100	127-080	117-220	9-180	7.9%	0-277	0.7%	41%	False	False	651,294
120	127-080	117-220	9-180	7.9%	0-258	0.7%	41%	False	False	542,953

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	0-048
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	127-219
2.618	125-247
1.618	124-192
1.000	123-280
0.618	123-137
HIGH	122-225
0.618	122-082
0.500	122-038
0.382	121-313
LOW	121-170
0.618	120-258
1.000	120-115
1.618	119-203
2.618	118-148
4.250	116-176

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	122-038	121-240
PP	121-303	121-225
S1	121-249	121-210

Download as Excel Spreadsheet

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

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