ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	117-030	117-050	0-020	0.1%	117-040
High	117-150	117-270	0-120	0.3%	117-100
Low	116-280	117-050	0-090	0.2%	116-040
Close	117-050	117-190	0-140	0.4%	116-290
Range	0-190	0-220	0-030	15.8%	1-060
ATR	0-229	0-228	-0-001	-0.3%	0-000
Volume	36,424	31,272	-5,152	-14.1%	56,307

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-190	119-090	117-311
R3	118-290	118-190	117-250
R2	118-070	118-070	117-230
R1	117-290	117-290	117-210	118-020
PP	117-170	117-170	117-170	117-195
S1	117-070	117-070	117-170	117-120
S2	116-270	116-270	117-150
S3	116-050	116-170	117-130
S4	115-150	115-270	117-069

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	117-270	116-170	1-100	1.1%	0-200	0.5%	81%	True	False	22,500
10	118-100	116-040	2-060	1.9%	0-240	0.6%	67%	False	False	16,111
20	120-020	116-040	3-300	3.3%	0-227	0.6%	37%	False	False	9,469

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-049
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-245
2.618	119-206
1.618	118-306
1.000	118-170
0.618	118-086
HIGH	117-270
0.618	117-186
0.500	117-160
0.382	117-134
LOW	117-050
0.618	116-234
1.000	116-150
1.618	116-014
2.618	115-114
4.250	114-075

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	117-180	117-157
PP	117-170	117-123
S1	117-160	117-090

Download as Excel Spreadsheet

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

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