ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	121-200	121-270	0-070	0.2%	119-275
High	122-225	123-025	0-120	0.3%	121-135
Low	121-170	121-155	-0-015	0.0%	119-190
Close	121-195	122-150	0-275	0.7%	121-000
Range	1-055	1-190	0-135	36.0%	1-265
ATR	0-248	0-267	0-019	7.5%	0-000
Volume	3,813	8,413	4,600	120.6%	98,993

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-040	126-125	123-110
R3	125-170	124-255	122-290
R2	123-300	123-300	122-244
R1	123-065	123-065	122-197	123-182
PP	122-110	122-110	122-110	122-169
S1	121-195	121-195	122-103	121-312
S2	120-240	120-240	122-056
S3	119-050	120-005	122-010
S4	117-180	118-135	121-190

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	123-025	120-090	2-255	2.3%	1-002	0.8%	78%	True	False	11,740
10	123-025	118-315	4-030	3.3%	0-286	0.7%	85%	True	False	24,367
20	123-025	118-110	4-235	3.9%	0-246	0.6%	87%	True	False	449,723
40	123-025	117-220	5-125	4.4%	0-252	0.6%	89%	True	False	792,780
60	123-025	117-220	5-125	4.4%	0-262	0.7%	89%	True	False	788,998
80	124-300	117-220	7-080	5.9%	0-286	0.7%	66%	False	False	811,579
100	127-080	117-220	9-180	7.8%	0-281	0.7%	50%	False	False	651,342
120	127-080	117-220	9-180	7.8%	0-261	0.7%	50%	False	False	543,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	129-272
2.618	127-080
1.618	125-210
1.000	124-215
0.618	124-020
HIGH	123-025
0.618	122-150
0.500	122-090
0.382	122-030
LOW	121-155
0.618	120-160
1.000	119-285
1.618	118-290
2.618	117-100
4.250	114-228

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	122-130	122-099
PP	122-110	122-048
S1	122-090	121-318

Download as Excel Spreadsheet

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

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