ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	119-030	118-160	-0-190	-0.5%	118-260
High	119-110	118-170	-0-260	-0.7%	120-000
Low	118-150	117-310	-0-160	-0.4%	118-260
Close	118-200	118-050	-0-150	-0.4%	119-310
Range	0-280	0-180	-0-100	-35.7%	1-060
ATR	0-224	0-223	-0-001	-0.4%	0-000
Volume	8,238	6,368	-1,870	-22.7%	9,882

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-290	119-190	118-149
R3	119-110	119-010	118-100
R2	118-250	118-250	118-083
R1	118-150	118-150	118-066	118-110
PP	118-070	118-070	118-070	118-050
S1	117-290	117-290	118-034	117-250
S2	117-210	117-210	118-017
S3	117-030	117-110	118-000
S4	116-170	116-250	117-271

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	117-310	2-030	1.8%	0-238	0.6%	9%	False	True	3,679
10	120-020	117-310	2-030	1.8%	0-214	0.6%	9%	False	True	2,827
20	120-020	117-310	2-030	1.8%	0-202	0.5%	9%	False	True	1,849

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-044
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-295
2.618	120-001
1.618	119-141
1.000	119-030
0.618	118-281
HIGH	118-170
0.618	118-101
0.500	118-080
0.382	118-059
LOW	117-310
0.618	117-199
1.000	117-130
1.618	117-019
2.618	116-159
4.250	115-185

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	118-080	118-220
PP	118-070	118-163
S1	118-060	118-107

Download as Excel Spreadsheet

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

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