ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	119-160	119-300	0-140	0.4%	118-260
High	120-000	120-020	0-020	0.1%	120-000
Low	118-310	119-130	0-140	0.4%	118-260
Close	119-310	119-180	-0-130	-0.3%	119-310
Range	1-010	0-210	-0-120	-36.4%	1-060
ATR	0-219	0-218	-0-001	-0.3%	0-000
Volume	570	2,877	2,307	404.7%	9,882

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-207	121-083	119-296
R3	120-317	120-193	119-238
R2	120-107	120-107	119-218
R1	119-303	119-303	119-199	119-260
PP	119-217	119-217	119-217	119-195
S1	119-093	119-093	119-161	119-050
S2	119-007	119-007	119-142
S3	118-117	118-203	119-122
S4	117-227	117-313	119-064

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	120-020	118-260	1-080	1.0%	0-244	0.6%	60%	True	False	2,295
10	120-020	118-150	1-190	1.3%	0-224	0.6%	69%	True	False	1,762

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-272
2.618	121-250
1.618	121-040
1.000	120-230
0.618	120-150
HIGH	120-020
0.618	119-260
0.500	119-235
0.382	119-210
LOW	119-130
0.618	119-000
1.000	118-240
1.618	118-110
2.618	117-220
4.250	116-198

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	119-235	119-167
PP	119-217	119-153
S1	119-198	119-140

Download as Excel Spreadsheet

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

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