ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	116-170	116-290	0-120	0.3%	117-040
High	117-100	117-070	-0-030	-0.1%	117-100
Low	116-170	116-230	0-060	0.2%	116-040
Close	116-290	117-030	0-060	0.2%	116-290
Range	0-250	0-160	-0-090	-36.0%	1-060
ATR	0-242	0-236	-0-006	-2.4%	0-000
Volume	12,683	12,204	-479	-3.8%	56,307

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-163	118-097	117-118
R3	118-003	117-257	117-074
R2	117-163	117-163	117-059
R1	117-097	117-097	117-045	117-130
PP	117-003	117-003	117-003	117-020
S1	116-257	116-257	117-015	116-290
S2	116-163	116-163	117-001
S3	116-003	116-097	116-306
S4	115-163	115-257	116-262

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-110	119-260	117-179
R3	119-050	118-200	117-074
R2	117-310	117-310	117-040
R1	117-140	117-140	117-005	117-035
PP	116-250	116-250	116-250	116-198
S1	116-080	116-080	116-255	115-295
S2	115-190	115-190	116-220
S3	114-130	115-020	116-186
S4	113-070	113-280	116-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-100	116-040	1-060	1.0%	0-250	0.7%	82%	False	False	11,289
10	119-130	116-040	3-090	2.8%	0-246	0.7%	30%	False	False	8,845
20	120-020	116-040	3-300	3.4%	0-235	0.6%	25%	False	False	5,304

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-110
2.618	118-169
1.618	118-009
1.000	117-230
0.618	117-169
HIGH	117-070
0.618	117-009
0.500	116-310
0.382	116-291
LOW	116-230
0.618	116-131
1.000	116-070
1.618	115-291
2.618	115-131
4.250	114-190

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	117-017	117-007
PP	117-003	116-303
S1	116-310	116-280

Download as Excel Spreadsheet

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

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