ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	119-110	119-030	-0-080	-0.2%	118-260
High	119-130	119-110	-0-020	-0.1%	120-000
Low	118-260	118-150	-0-110	-0.3%	118-260
Close	119-010	118-200	-0-130	-0.3%	119-310
Range	0-190	0-280	0-090	47.4%	1-060
ATR	0-220	0-224	0-004	2.0%	0-000
Volume	344	8,238	7,894	2,294.8%	9,882

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-140	120-290	119-034
R3	120-180	120-010	118-277
R2	119-220	119-220	118-251
R1	119-050	119-050	118-226	118-315
PP	118-260	118-260	118-260	118-232
S1	118-090	118-090	118-174	118-035
S2	117-300	117-300	118-149
S3	117-020	117-130	118-123
S4	116-060	116-170	118-046

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	118-150	1-190	1.3%	0-244	0.6%	10%	False	True	3,376
10	120-020	118-150	1-190	1.3%	0-235	0.6%	10%	False	True	2,341
20	120-020	118-000	2-020	1.7%	0-205	0.5%	30%	False	False	1,531

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	0-050
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-020
2.618	121-203
1.618	120-243
1.000	120-070
0.618	119-283
HIGH	119-110
0.618	119-003
0.500	118-290
0.382	118-257
LOW	118-150
0.618	117-297
1.000	117-190
1.618	117-017
2.618	116-057
4.250	114-240

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	118-290	119-085
PP	118-260	119-017
S1	118-230	118-268

Download as Excel Spreadsheet

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

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