ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 25-Jan-2011

Day Change Summary
	Previous	Current
	24-Jan-2011	25-Jan-2011	Change	Change %	Previous Week
Open	118-260	118-280	0-020	0.1%	119-220
High	119-070	119-280	0-210	0.6%	120-010
Low	118-260	118-280	0-020	0.1%	118-150
Close	119-000	119-250	0-250	0.7%	118-300
Range	0-130	1-000	0-190	146.2%	1-180
ATR	0-199	0-207	0-009	4.4%	0-000
Volume	1,280	327	-953	-74.5%	4,869

Daily Pivots for day following 25-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-163	122-047	120-106
R3	121-163	121-047	120-018
R2	120-163	120-163	119-309
R1	120-047	120-047	119-279	120-105
PP	119-163	119-163	119-163	119-192
S1	119-047	119-047	119-221	119-105
S2	118-163	118-163	119-191
S3	117-163	118-047	119-162
S4	116-163	117-047	119-074

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-267	122-303	119-255
R3	122-087	121-123	119-118
R2	120-227	120-227	119-072
R1	119-263	119-263	119-026	119-155
PP	119-047	119-047	119-047	118-312
S1	118-083	118-083	118-254	117-295
S2	117-187	117-187	118-208
S3	116-007	116-223	118-162
S4	114-147	115-043	118-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-280	118-150	1-130	1.2%	0-212	0.6%	93%	True	False	919
10	120-020	118-150	1-190	1.3%	0-202	0.5%	82%	False	False	965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-040
2.618	122-158
1.618	121-158
1.000	120-280
0.618	120-158
HIGH	119-280
0.618	119-158
0.500	119-120
0.382	119-082
LOW	118-280
0.618	118-082
1.000	117-280
1.618	117-082
2.618	116-082
4.250	114-200

Fisher Pivots for day following 25-Jan-2011
Pivot	1 day	3 day
R1	119-207	119-188
PP	119-163	119-127
S1	119-120	119-065

Download as Excel Spreadsheet

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

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