ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	117-050	117-150	0-100	0.3%	116-290
High	117-270	117-220	-0-050	-0.1%	117-270
Low	117-050	117-060	0-010	0.0%	116-230
Close	117-190	117-200	0-010	0.0%	117-200
Range	0-220	0-160	-0-060	-27.3%	1-040
ATR	0-228	0-223	-0-005	-2.1%	0-000
Volume	31,272	42,374	11,102	35.5%	142,192

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-000	118-260	117-288
R3	118-160	118-100	117-244
R2	118-000	118-000	117-229
R1	117-260	117-260	117-215	117-290
PP	117-160	117-160	117-160	117-175
S1	117-100	117-100	117-185	117-130
S2	117-000	117-000	117-171
S3	116-160	116-260	117-156
S4	116-000	116-100	117-112

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-247	120-103	118-078
R3	119-207	119-063	117-299
R2	118-167	118-167	117-266
R1	118-023	118-023	117-233	118-095
PP	117-127	117-127	117-127	117-162
S1	116-303	116-303	117-167	117-055
S2	116-087	116-087	117-134
S3	115-047	115-263	117-101
S4	114-007	114-223	117-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-270	116-230	1-040	1.0%	0-182	0.5%	81%	False	False	28,438
10	117-270	116-040	1-230	1.5%	0-214	0.6%	87%	False	False	19,849
20	120-020	116-040	3-300	3.3%	0-228	0.6%	38%	False	False	11,559

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-260
2.618	118-319
1.618	118-159
1.000	118-060
0.618	117-319
HIGH	117-220
0.618	117-159
0.500	117-140
0.382	117-121
LOW	117-060
0.618	116-281
1.000	116-220
1.618	116-121
2.618	115-281
4.250	115-020

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	117-180	117-172
PP	117-160	117-143
S1	117-140	117-115

Download as Excel Spreadsheet

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

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