ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	118-205	117-295	-0-230	-0.6%	119-010
High	118-230	118-230	0-000	0.0%	119-125
Low	117-255	117-180	-0-075	-0.2%	117-180
Close	117-265	118-200	0-255	0.7%	118-200
Range	0-295	1-050	0-075	25.4%	1-265
ATR	0-226	0-236	0-010	4.6%	0-000
Volume	1,347,367	1,423,248	75,881	5.6%	6,336,537

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-247	121-113	119-084
R3	120-197	120-063	118-302
R2	119-147	119-147	118-268
R1	119-013	119-013	118-234	119-080
PP	118-097	118-097	118-097	118-130
S1	117-283	117-283	118-166	118-030
S2	117-047	117-047	118-132
S3	115-317	116-233	118-098
S4	114-267	115-183	117-316

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-003	123-047	119-202
R3	122-058	121-102	119-041
R2	120-113	120-113	118-307
R1	119-157	119-157	118-254	119-002
PP	118-168	118-168	118-168	118-091
S1	117-212	117-212	118-146	117-058
S2	116-223	116-223	118-093
S3	114-278	115-267	118-039
S4	113-013	114-002	117-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-125	117-180	1-265	1.5%	0-258	0.7%	58%	False	True	1,267,307
10	119-125	117-060	2-065	1.9%	0-235	0.6%	65%	False	False	821,006
20	119-125	116-040	3-085	2.8%	0-238	0.6%	77%	False	False	418,559
40	120-020	116-040	3-300	3.3%	0-220	0.6%	63%	False	False	210,204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	123-202
2.618	121-239
1.618	120-189
1.000	119-280
0.618	119-139
HIGH	118-230
0.618	118-089
0.500	118-045
0.382	118-001
LOW	117-180
0.618	116-271
1.000	116-130
1.618	115-221
2.618	114-171
4.250	112-208

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	118-148	118-184
PP	118-097	118-168
S1	118-045	118-152

Download as Excel Spreadsheet

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

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