ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	119-010	118-300	-0-030	-0.1%	117-200
High	119-090	119-080	-0-010	0.0%	119-020
Low	118-300	118-135	-0-165	-0.4%	117-200
Close	119-015	119-040	0-025	0.1%	118-300
Range	0-110	0-265	0-155	140.9%	1-140
ATR	0-214	0-218	0-004	1.7%	0-000
Volume	915,770	1,456,413	540,643	59.0%	1,831,156

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-133	121-032	119-186
R3	120-188	120-087	119-113
R2	119-243	119-243	119-089
R1	119-142	119-142	119-064	119-192
PP	118-298	118-298	118-298	119-004
S1	118-197	118-197	119-016	118-248
S2	118-033	118-033	118-311
S3	117-088	117-252	118-287
S4	116-143	116-307	118-214

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	118-130	0-280	0.7%	0-179	0.5%	82%	False	False	833,288
10	119-090	116-230	2-180	2.2%	0-202	0.5%	94%	False	False	433,332
20	119-130	116-040	3-090	2.8%	0-224	0.6%	91%	False	False	221,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-246
2.618	121-134
1.618	120-189
1.000	120-025
0.618	119-244
HIGH	119-080
0.618	118-299
0.500	118-268
0.382	118-236
LOW	118-135
0.618	117-291
1.000	117-190
1.618	117-026
2.618	116-081
4.250	114-289

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	119-009	119-011
PP	118-298	118-302
S1	118-268	118-272

Download as Excel Spreadsheet

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

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