ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 11-Mar-2011

Day Change Summary
	Previous	Current
	10-Mar-2011	11-Mar-2011	Change	Change %	Previous Week
Open	118-285	119-260	0-295	0.8%	118-170
High	119-280	120-050	0-090	0.2%	120-050
Low	118-270	119-155	0-205	0.5%	118-050
Close	119-200	119-220	0-020	0.1%	119-220
Range	1-010	0-215	-0-115	-34.8%	2-000
ATR	0-240	0-238	-0-002	-0.7%	0-000
Volume	1,455,682	1,216,610	-239,072	-16.4%	5,717,797

Daily Pivots for day following 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-253	121-132	120-018
R3	121-038	120-237	119-279
R2	120-143	120-143	119-259
R1	120-022	120-022	119-240	119-295
PP	119-248	119-248	119-248	119-225
S1	119-127	119-127	119-200	119-080
S2	119-033	119-033	119-181
S3	118-138	118-232	119-161
S4	117-243	118-017	119-102

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-107	124-163	120-252
R3	123-107	122-163	120-076
R2	121-107	121-107	120-017
R1	120-163	120-163	119-279	120-295
PP	119-107	119-107	119-107	119-172
S1	118-163	118-163	119-161	118-295
S2	117-107	117-107	119-103
S3	115-107	116-163	119-044
S4	113-107	114-163	118-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-050	118-050	2-000	1.7%	0-241	0.6%	77%	True	False	1,143,559
10	120-050	117-180	2-190	2.2%	0-250	0.7%	82%	True	False	1,205,433
20	120-050	116-170	3-200	3.0%	0-228	0.6%	87%	True	False	702,018
40	120-050	116-040	4-010	3.4%	0-229	0.6%	88%	True	False	353,064

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	0-066
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-004
2.618	121-293
1.618	121-078
1.000	120-265
0.618	120-183
HIGH	120-050
0.618	119-288
0.500	119-262
0.382	119-237
LOW	119-155
0.618	119-022
1.000	118-260
1.618	118-127
2.618	117-232
4.250	116-201

Fisher Pivots for day following 11-Mar-2011
Pivot	1 day	3 day
R1	119-262	119-169
PP	119-248	119-118
S1	119-234	119-068

Download as Excel Spreadsheet

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

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