ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	118-230	119-010	0-100	0.3%	117-200
High	119-010	119-090	0-080	0.2%	119-020
Low	118-170	118-300	0-130	0.3%	117-200
Close	118-300	119-015	0-035	0.1%	118-300
Range	0-160	0-110	-0-050	-31.3%	1-140
ATR	0-222	0-214	-0-008	-3.6%	0-000
Volume	877,040	915,770	38,730	4.4%	1,831,156

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-038	119-297	119-076
R3	119-248	119-187	119-045
R2	119-138	119-138	119-035
R1	119-077	119-077	119-025	119-108
PP	119-028	119-028	119-028	119-044
S1	118-287	118-287	119-005	118-318
S2	118-238	118-238	118-315
S3	118-128	118-177	118-305
S4	118-018	118-067	118-274

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-273	122-107	119-233
R3	121-133	120-287	119-106
R2	119-313	119-313	119-064
R1	119-147	119-147	119-022	119-230
PP	118-173	118-173	118-173	118-215
S1	118-007	118-007	118-258	118-090
S2	117-033	117-033	118-216
S3	115-213	116-187	118-174
S4	114-073	115-047	118-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-090	117-200	1-210	1.4%	0-202	0.5%	86%	True	False	549,385
10	119-090	116-230	2-180	2.2%	0-192	0.5%	91%	True	False	288,911
20	120-020	116-040	3-300	3.3%	0-222	0.6%	74%	False	False	148,412

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	120-238
2.618	120-058
1.618	119-268
1.000	119-200
0.618	119-158
HIGH	119-090
0.618	119-048
0.500	119-035
0.382	119-022
LOW	118-300
0.618	118-232
1.000	118-190
1.618	118-122
2.618	118-012
4.250	117-152

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	119-035	118-318
PP	119-028	118-302
S1	119-022	118-285

Download as Excel Spreadsheet

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

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