ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	118-220	118-160	-0-060	-0.2%	116-290
High	118-310	119-020	0-030	0.1%	117-270
Low	118-130	118-160	0-030	0.1%	116-230
Close	118-160	118-250	0-090	0.2%	117-200
Range	0-180	0-180	0-000	0.0%	1-040
ATR	0-231	0-227	-0-004	-1.6%	0-000
Volume	304,944	612,276	307,332	100.8%	142,192

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-150	120-060	119-029
R3	119-290	119-200	118-300
R2	119-110	119-110	118-283
R1	119-020	119-020	118-266	119-065
PP	118-250	118-250	118-250	118-272
S1	118-160	118-160	118-234	118-205
S2	118-070	118-070	118-217
S3	117-210	117-300	118-200
S4	117-030	117-120	118-151

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	119-020	117-050	1-290	1.6%	0-224	0.6%	85%	True	False	205,552
10	119-020	116-140	2-200	2.2%	0-211	0.6%	89%	True	False	112,141
20	120-020	116-040	3-300	3.3%	0-235	0.6%	67%	False	False	59,042

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0-047

Fibonacci Retracements and Extensions
4.250	121-145
2.618	120-171
1.618	119-311
1.000	119-200
0.618	119-131
HIGH	119-020
0.618	118-271
0.500	118-250
0.382	118-229
LOW	118-160
0.618	118-049
1.000	117-300
1.618	117-189
2.618	117-009
4.250	116-035

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	118-250	118-203
PP	118-250	118-157
S1	118-250	118-110

Download as Excel Spreadsheet

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

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