ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	119-220	119-100	-0-120	-0.3%	119-120
High	120-010	119-170	-0-160	-0.4%	120-020
Low	119-050	119-090	0-040	0.1%	118-280
Close	119-120	119-180	0-060	0.2%	119-220
Range	0-280	0-080	-0-200	-71.4%	1-060
ATR
Volume	1,878	920	-958	-51.0%	3,231

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-067	120-043	119-224
R3	119-307	119-283	119-202
R2	119-227	119-227	119-195
R1	119-203	119-203	119-187	119-215
PP	119-147	119-147	119-147	119-152
S1	119-123	119-123	119-173	119-135
S2	119-067	119-067	119-165
S3	118-307	119-043	119-158
S4	118-227	118-283	119-136

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-033	122-187	120-109
R3	121-293	121-127	120-004
R2	120-233	120-233	119-290
R1	120-067	120-067	119-255	120-150
PP	119-173	119-173	119-173	119-215
S1	119-007	119-007	119-185	119-090
S2	118-113	118-113	119-150
S3	117-053	117-267	119-116
S4	115-313	116-207	119-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-020	118-280	1-060	1.0%	0-170	0.4%	58%	False	False	1,186
10	120-020	118-000	2-020	1.7%	0-175	0.5%	76%	False	False	722

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-190
2.618	120-059
1.618	119-299
1.000	119-250
0.618	119-219
HIGH	119-170
0.618	119-139
0.500	119-130
0.382	119-121
LOW	119-090
0.618	119-041
1.000	119-010
1.618	118-281
2.618	118-201
4.250	118-070

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	119-163	119-195
PP	119-147	119-190
S1	119-130	119-185

Download as Excel Spreadsheet

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

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