ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	119-260	120-035	0-095	0.2%	118-170
High	120-135	121-145	1-010	0.9%	120-050
Low	119-175	120-025	0-170	0.4%	118-050
Close	120-060	120-110	0-050	0.1%	119-220
Range	0-280	1-120	0-160	57.1%	2-000
ATR	0-241	0-255	0-014	5.9%	0-000
Volume	1,153,748	1,653,710	499,962	43.3%	5,717,797

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-240	123-295	121-032
R3	123-120	122-175	120-231
R2	122-000	122-000	120-191
R1	121-055	121-055	120-150	121-188
PP	120-200	120-200	120-200	120-266
S1	119-255	119-255	120-070	120-068
S2	119-080	119-080	120-029
S3	117-280	118-135	119-309
S4	116-160	117-015	119-188

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	121-145	118-085	3-060	2.6%	0-307	0.8%	65%	True	False	1,316,362
10	121-145	117-180	3-285	3.2%	0-284	0.7%	71%	True	False	1,248,960
20	121-145	116-230	4-235	3.9%	0-243	0.6%	77%	True	False	841,146
40	121-145	116-040	5-105	4.4%	0-239	0.6%	79%	True	False	423,225

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	0-062
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	127-095
2.618	125-017
1.618	123-217
1.000	122-265
0.618	122-097
HIGH	121-145
0.618	120-297
0.500	120-245
0.382	120-193
LOW	120-025
0.618	119-073
1.000	118-225
1.618	117-273
2.618	116-153
4.250	114-075

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	120-245	120-150
PP	120-200	120-137
S1	120-155	120-123

Download as Excel Spreadsheet

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

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