ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	122-290	122-010	-0-280	-0.7%	121-010
High	122-290	122-100	-0-190	-0.5%	123-025
Low	121-260	121-215	-0-045	-0.1%	120-290
Close	122-050	121-305	-0-065	-0.2%	121-305
Range	1-030	0-205	-0-145	-41.4%	2-055
ATR	0-273	0-268	-0-005	-1.8%	0-000
Volume	4,952	2,240	-2,712	-54.8%	28,426

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-288	123-182	122-098
R3	123-083	122-297	122-041
R2	122-198	122-198	122-023
R1	122-092	122-092	122-004	122-042
PP	121-313	121-313	121-313	121-289
S1	121-207	121-207	121-286	121-158
S2	121-108	121-108	121-267
S3	120-223	121-002	121-249
S4	120-018	120-117	121-192

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-158	127-127	123-047
R3	126-103	125-072	122-176
R2	124-048	124-048	122-112
R1	123-017	123-017	122-049	123-192
PP	121-313	121-313	121-313	122-081
S1	120-282	120-282	121-241	121-138
S2	119-258	119-258	121-178
S3	117-203	118-227	121-114
S4	115-148	116-172	120-243

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-025	120-290	2-055	1.8%	1-017	0.9%	48%	False	False	5,685
10	123-025	119-190	3-155	2.9%	0-278	0.7%	68%	False	False	12,741
20	123-025	118-210	4-135	3.6%	0-252	0.6%	75%	False	False	318,778
40	123-025	117-220	5-125	4.4%	0-252	0.6%	79%	False	False	735,297
60	123-025	117-220	5-125	4.4%	0-263	0.7%	79%	False	False	766,997
80	124-300	117-220	7-080	5.9%	0-286	0.7%	59%	False	False	810,610
100	127-080	117-220	9-180	7.8%	0-283	0.7%	45%	False	False	651,377
120	127-080	117-220	9-180	7.8%	0-263	0.7%	45%	False	False	543,070

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-049
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-011
2.618	123-317
1.618	123-112
1.000	122-305
0.618	122-227
HIGH	122-100
0.618	122-022
0.500	121-318
0.382	121-293
LOW	121-215
0.618	121-088
1.000	121-010
1.618	120-203
2.618	119-318
4.250	118-304

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	121-318	122-090
PP	121-313	122-055
S1	121-309	122-020

Download as Excel Spreadsheet

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

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