ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 20-Jan-2011

Day Change Summary
	Previous	Current
	19-Jan-2011	20-Jan-2011	Change	Change %	Previous Week
Open	119-100	119-150	0-050	0.1%	119-120
High	119-170	119-220	0-050	0.1%	120-020
Low	119-090	118-150	-0-260	-0.7%	118-280
Close	119-180	118-180	-1-000	-0.8%	119-220
Range	0-080	1-070	0-310	387.5%	1-060
ATR
Volume	920	1,505	585	63.6%	3,231

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-180	121-250	119-074
R3	121-110	120-180	118-287
R2	120-040	120-040	118-252
R1	119-110	119-110	118-216	119-040
PP	118-290	118-290	118-290	118-255
S1	118-040	118-040	118-144	117-290
S2	117-220	117-220	118-108
S3	116-150	116-290	118-073
S4	115-080	115-220	117-286

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	118-150	1-190	1.3%	0-214	0.6%	6%	False	True	1,066
10	120-020	118-120	1-220	1.4%	0-191	0.5%	11%	False	False	872

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	0-035
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	124-278
2.618	122-281
1.618	121-211
1.000	120-290
0.618	120-141
HIGH	119-220
0.618	119-071
0.500	119-025
0.382	118-299
LOW	118-150
0.618	117-229
1.000	117-080
1.618	116-159
2.618	115-089
4.250	113-092

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	119-025	119-080
PP	118-290	119-007
S1	118-235	118-253

Download as Excel Spreadsheet

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

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