ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	118-300	119-070	0-090	0.2%	117-200
High	119-080	119-125	0-045	0.1%	119-020
Low	118-135	118-195	0-060	0.2%	117-200
Close	119-040	118-230	-0-130	-0.3%	118-300
Range	0-265	0-250	-0-015	-5.7%	1-140
ATR	0-218	0-220	0-002	1.1%	0-000
Volume	1,456,413	1,193,739	-262,674	-18.0%	1,831,156

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-080	120-245	119-048
R3	120-150	119-315	118-299
R2	119-220	119-220	118-276
R1	119-065	119-065	118-253	119-018
PP	118-290	118-290	118-290	118-266
S1	118-135	118-135	118-207	118-088
S2	118-040	118-040	118-184
S3	117-110	117-205	118-161
S4	116-180	116-275	118-092

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	119-125	118-135	0-310	0.8%	0-193	0.5%	31%	True	False	1,011,047
10	119-125	116-280	2-165	2.1%	0-210	0.6%	73%	True	False	550,714
20	119-125	116-040	3-085	2.8%	0-227	0.6%	79%	True	False	280,758

Crabel Price Patterns
NR	True
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	0-048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-228
2.618	121-140
1.618	120-210
1.000	120-055
0.618	119-280
HIGH	119-125
0.618	119-030
0.500	119-000
0.382	118-290
LOW	118-195
0.618	118-040
1.000	117-265
1.618	117-110
2.618	116-180
4.250	115-092

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	119-000	118-290
PP	118-290	118-270
S1	118-260	118-250

Download as Excel Spreadsheet

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

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