ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	119-260	119-260	0-000	0.0%	118-170
High	120-050	120-135	0-085	0.2%	120-050
Low	119-155	119-175	0-020	0.1%	118-050
Close	119-220	120-060	0-160	0.4%	119-220
Range	0-215	0-280	0-065	30.2%	2-000
ATR	0-238	0-241	0-003	1.3%	0-000
Volume	1,216,610	1,153,748	-62,862	-5.2%	5,717,797

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-217	122-098	120-214
R3	121-257	121-138	120-137
R2	120-297	120-297	120-111
R1	120-178	120-178	120-086	120-238
PP	120-017	120-017	120-017	120-046
S1	119-218	119-218	120-034	119-278
S2	119-057	119-057	120-009
S3	118-097	118-258	119-303
S4	117-137	117-298	119-226

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	120-135	118-070	2-065	1.8%	0-252	0.7%	89%	True	False	1,183,695
10	120-135	117-180	2-275	2.4%	0-266	0.7%	92%	True	False	1,229,231
20	120-135	116-230	3-225	3.1%	0-229	0.6%	94%	True	False	759,071
40	120-135	116-040	4-095	3.6%	0-231	0.6%	95%	True	False	381,883

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	0-071
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-045
2.618	122-228
1.618	121-268
1.000	121-095
0.618	120-308
HIGH	120-135
0.618	120-028
0.500	119-315
0.382	119-282
LOW	119-175
0.618	119-002
1.000	118-215
1.618	118-042
2.618	117-082
4.250	115-265

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	120-038	120-001
PP	120-017	119-262
S1	119-315	119-202

Download as Excel Spreadsheet

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

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