ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	117-295	118-170	0-195	0.5%	119-010
High	118-230	118-275	0-045	0.1%	119-125
Low	117-180	118-050	0-190	0.5%	117-180
Close	118-200	118-195	-0-005	0.0%	118-200
Range	1-050	0-225	-0-145	-39.2%	1-265
ATR	0-236	0-235	-0-001	-0.3%	0-000
Volume	1,423,248	953,068	-470,180	-33.0%	6,336,537

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-208	120-107	118-319
R3	119-303	119-202	118-257
R2	119-078	119-078	118-236
R1	118-297	118-297	118-216	119-028
PP	118-173	118-173	118-173	118-199
S1	118-072	118-072	118-174	118-122
S2	117-268	117-268	118-154
S3	117-043	117-167	118-133
S4	116-138	116-262	118-071

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%	0-281	0.7%	57%	False	False	1,274,767
10	119-125	117-180	1-265	1.5%	0-242	0.6%	57%	False	False	912,076
20	119-125	116-040	3-085	2.8%	0-228	0.6%	76%	False	False	465,963
40	120-020	116-040	3-300	3.3%	0-223	0.6%	63%	False	False	234,002

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-058
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-271
2.618	120-224
1.618	119-319
1.000	119-180
0.618	119-094
HIGH	118-275
0.618	118-189
0.500	118-162
0.382	118-136
LOW	118-050
0.618	117-231
1.000	117-145
1.618	117-006
2.618	116-101
4.250	115-054

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	118-184	118-152
PP	118-173	118-110
S1	118-162	118-068

Download as Excel Spreadsheet

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

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