ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	117-010	116-050	-0-280	-0.7%	119-300
High	117-060	117-050	-0-010	0.0%	120-020
Low	116-080	116-040	-0-040	-0.1%	117-000
Close	116-120	117-010	0-210	0.6%	117-030
Range	0-300	1-010	0-030	10.0%	3-020
ATR	0-235	0-242	0-007	2.9%	0-000
Volume	6,454	12,686	6,232	96.6%	22,818

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-277	119-153	117-192
R3	118-267	118-143	117-101
R2	117-257	117-257	117-070
R1	117-133	117-133	117-040	117-195
PP	116-247	116-247	116-247	116-278
S1	116-123	116-123	116-300	116-185
S2	115-237	115-237	116-270
S3	114-227	115-113	116-239
S4	113-217	114-103	116-148

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	118-170	116-040	2-130	2.1%	0-274	0.7%	38%	False	True	8,512
10	120-020	116-040	3-300	3.4%	0-259	0.7%	23%	False	True	5,944
20	120-020	116-040	3-300	3.4%	0-228	0.6%	23%	False	True	3,595

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	0-055
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-172
2.618	119-274
1.618	118-264
1.000	118-060
0.618	117-254
HIGH	117-050
0.618	116-244
0.500	116-205
0.382	116-166
LOW	116-040
0.618	115-156
1.000	115-030
1.618	114-146
2.618	113-136
4.250	111-238

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	116-288	116-290
PP	116-247	116-250
S1	116-205	116-210

Download as Excel Spreadsheet

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

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