ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 27-Jan-2011

Day Change Summary
	Previous	Current
	26-Jan-2011	27-Jan-2011	Change	Change %	Previous Week
Open	119-110	119-090	-0-020	-0.1%	119-220
High	119-150	119-150	0-000	0.0%	120-010
Low	119-000	118-260	-0-060	-0.2%	118-150
Close	119-020	119-150	0-130	0.3%	118-300
Range	0-150	0-210	0-060	40.0%	1-180
ATR	0-210	0-210	0-000	0.0%	0-000
Volume	2,850	4,855	2,005	70.4%	4,869

Daily Pivots for day following 27-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-070	121-000	119-266
R3	120-180	120-110	119-208
R2	119-290	119-290	119-188
R1	119-220	119-220	119-169	119-255
PP	119-080	119-080	119-080	119-098
S1	119-010	119-010	119-131	119-045
S2	118-190	118-190	119-112
S3	117-300	118-120	119-092
S4	117-090	117-230	119-034

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	118-170	1-110	1.1%	0-190	0.5%	70%	False	False	1,975
10	120-020	118-150	1-190	1.3%	0-202	0.5%	63%	False	False	1,520

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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-082
2.618	121-060
1.618	120-170
1.000	120-040
0.618	119-280
HIGH	119-150
0.618	119-070
0.500	119-045
0.382	119-020
LOW	118-260
0.618	118-130
1.000	118-050
1.618	117-240
2.618	117-030
4.250	116-008

Fisher Pivots for day following 27-Jan-2011
Pivot	1 day	3 day
R1	119-115	119-137
PP	119-080	119-123
S1	119-045	119-110

Download as Excel Spreadsheet

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

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