ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	119-090	119-160	0-070	0.2%	118-260
High	119-150	120-000	0-170	0.4%	120-000
Low	118-260	118-310	0-050	0.1%	118-260
Close	119-150	119-310	0-160	0.4%	119-310
Range	0-210	1-010	0-120	57.1%	1-060
ATR	0-210	0-219	0-009	4.1%	0-000
Volume	4,855	570	-4,285	-88.3%	9,882

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-237	122-123	120-172
R3	121-227	121-113	120-081
R2	120-217	120-217	120-050
R1	120-103	120-103	120-020	120-160
PP	119-207	119-207	119-207	119-235
S1	119-093	119-093	119-280	119-150
S2	118-197	118-197	119-250
S3	117-187	118-083	119-219
S4	116-177	117-073	119-128

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-050	122-240	120-199
R3	121-310	121-180	120-094
R2	120-250	120-250	120-060
R1	120-120	120-120	120-025	120-185
PP	119-190	119-190	119-190	119-222
S1	119-060	119-060	119-275	119-125
S2	118-130	118-130	119-240
S3	117-070	118-000	119-206
S4	116-010	116-260	119-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-000	118-260	1-060	1.0%	0-228	0.6%	97%	True	False	1,976
10	120-020	118-150	1-190	1.3%	0-213	0.6%	94%	False	False	1,476

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-122
2.618	122-224
1.618	121-214
1.000	121-010
0.618	120-204
HIGH	120-000
0.618	119-194
0.500	119-155
0.382	119-116
LOW	118-310
0.618	118-106
1.000	117-300
1.618	117-096
2.618	116-086
4.250	114-188

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	119-258	119-250
PP	119-207	119-190
S1	119-155	119-130

Download as Excel Spreadsheet

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

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