ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	121-190	120-285	-0-225	-0.6%	119-260
High	121-250	121-040	-0-210	-0.5%	121-265
Low	120-170	120-120	-0-050	-0.1%	119-175
Close	120-300	120-220	-0-080	-0.2%	120-220
Range	1-080	0-240	-0-160	-40.0%	2-090
ATR	0-286	0-282	-0-003	-1.1%	0-000
Volume	1,408,403	1,056,825	-351,578	-25.0%	7,307,367

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-313	122-187	121-032
R3	122-073	121-267	120-286
R2	121-153	121-153	120-264
R1	121-027	121-027	120-242	120-290
PP	120-233	120-233	120-233	120-205
S1	120-107	120-107	120-198	120-050
S2	119-313	119-313	120-176
S3	119-073	119-187	120-154
S4	118-153	118-267	120-088

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-170	126-125	121-302
R3	125-080	124-035	121-101
R2	122-310	122-310	121-034
R1	121-265	121-265	120-287	122-128
PP	120-220	120-220	120-220	120-311
S1	119-175	119-175	120-153	120-038
S2	118-130	118-130	120-086
S3	116-040	117-085	120-019
S4	113-270	114-315	119-138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-265	119-175	2-090	1.9%	1-063	1.0%	50%	False	False	1,461,473
10	121-265	118-050	3-215	3.0%	0-312	0.8%	69%	False	False	1,302,516
20	121-265	117-060	4-205	3.8%	0-274	0.7%	75%	False	False	1,061,761
40	121-265	116-040	5-225	4.7%	0-250	0.6%	80%	False	False	535,615

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-070
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-100
2.618	123-028
1.618	122-108
1.000	121-280
0.618	121-188
HIGH	121-040
0.618	120-268
0.500	120-240
0.382	120-212
LOW	120-120
0.618	119-292
1.000	119-200
1.618	119-052
2.618	118-132
4.250	117-060

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	120-240	120-308
PP	120-233	120-278
S1	120-227	120-249

Download as Excel Spreadsheet

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

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