ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	118-155	118-110	-0-045	-0.1%	119-010
High	118-235	119-035	0-120	0.3%	119-125
Low	118-070	118-085	0-015	0.0%	117-180
Close	118-110	118-295	0-185	0.5%	118-200
Range	0-165	0-270	0-105	63.6%	1-265
ATR	0-230	0-233	0-003	1.2%	0-000
Volume	990,375	1,102,062	111,687	11.3%	6,336,537

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-095	120-305	119-124
R3	120-145	120-035	119-049
R2	119-195	119-195	119-024
R1	119-085	119-085	119-000	119-140
PP	118-245	118-245	118-245	118-272
S1	118-135	118-135	118-270	118-190
S2	117-295	117-295	118-246
S3	117-025	117-185	118-221
S4	116-075	116-235	118-146

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	119-035	117-180	1-175	1.3%	0-265	0.7%	88%	True	False	1,163,224
10	119-125	117-180	1-265	1.5%	0-229	0.6%	74%	False	False	1,087,135
20	119-125	116-040	3-085	2.7%	0-228	0.6%	86%	False	False	569,658
40	120-020	116-040	3-300	3.3%	0-224	0.6%	71%	False	False	286,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-060
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-222
2.618	121-102
1.618	120-152
1.000	119-305
0.618	119-202
HIGH	119-035
0.618	118-252
0.500	118-220
0.382	118-188
LOW	118-085
0.618	117-238
1.000	117-135
1.618	116-288
2.618	116-018
4.250	114-218

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	118-270	118-264
PP	118-245	118-233
S1	118-220	118-202

Download as Excel Spreadsheet

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

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