ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	118-000	117-040	-0-280	-0.7%	119-300
High	118-100	117-060	-1-040	-1.0%	120-020
Low	117-000	116-240	-0-080	-0.2%	117-000
Close	117-030	117-030	0-000	0.0%	117-030
Range	1-100	0-140	-0-280	-66.7%	3-020
ATR	0-237	0-230	-0-007	-2.9%	0-000
Volume	4,991	12,064	7,073	141.7%	22,818

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-103	118-047	117-107
R3	117-283	117-227	117-068
R2	117-143	117-143	117-056
R1	117-087	117-087	117-043	117-045
PP	117-003	117-003	117-003	116-302
S1	116-267	116-267	117-017	116-225
S2	116-183	116-183	117-004
S3	116-043	116-127	116-312
S4	115-223	115-307	116-273

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-077	125-073	118-249
R3	124-057	122-053	117-300
R2	121-037	121-037	117-210
R1	119-033	119-033	117-120	118-185
PP	118-017	118-017	118-017	117-252
S1	116-013	116-013	116-260	115-165
S2	114-317	114-317	116-170
S3	111-297	112-313	116-080
S4	108-277	109-293	115-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-130	116-240	2-210	2.3%	0-242	0.6%	13%	False	True	6,401
10	120-020	116-240	3-100	2.8%	0-243	0.6%	10%	False	True	4,348
20	120-020	116-240	3-100	2.8%	0-210	0.6%	10%	False	True	2,643

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-053
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	119-015
2.618	118-107
1.618	117-287
1.000	117-200
0.618	117-147
HIGH	117-060
0.618	117-007
0.500	116-310
0.382	116-293
LOW	116-240
0.618	116-153
1.000	116-100
1.618	116-013
2.618	115-193
4.250	114-285

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	117-017	117-205
PP	117-003	117-147
S1	116-310	117-088

Download as Excel Spreadsheet

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

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