ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	120-165	121-190	1-025	0.9%	118-170
High	121-265	121-250	-0-015	0.0%	120-050
Low	120-030	120-170	0-140	0.4%	118-050
Close	121-080	120-300	-0-100	-0.3%	119-220
Range	1-235	1-080	-0-155	-27.9%	2-000
ATR	0-277	0-286	0-009	3.2%	0-000
Volume	2,034,681	1,408,403	-626,278	-30.8%	5,717,797

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-267	124-043	121-200
R3	123-187	122-283	121-090
R2	122-107	122-107	121-053
R1	121-203	121-203	121-017	121-115
PP	121-027	121-027	121-027	120-302
S1	120-123	120-123	120-263	120-035
S2	119-267	119-267	120-227
S3	118-187	119-043	120-190
S4	117-107	117-283	120-080

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	121-265	119-155	2-110	1.9%	1-058	1.0%	62%	False	False	1,493,430
10	121-265	117-180	4-085	3.5%	1-005	0.8%	79%	False	False	1,339,158
20	121-265	117-050	4-215	3.9%	0-272	0.7%	81%	False	False	1,010,483
40	121-265	116-040	5-225	4.7%	0-254	0.7%	84%	False	False	509,232

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-074
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-030
2.618	125-017
1.618	123-257
1.000	123-010
0.618	122-177
HIGH	121-250
0.618	121-097
0.500	121-050
0.382	121-003
LOW	120-170
0.618	119-243
1.000	119-090
1.618	118-163
2.618	117-083
4.250	115-070

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	121-050	120-305
PP	121-027	120-303
S1	121-003	120-302

Download as Excel Spreadsheet

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

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