ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	120-285	120-230	-0-055	-0.1%	119-260
High	121-040	120-235	-0-125	-0.3%	121-265
Low	120-120	119-270	-0-170	-0.4%	119-175
Close	120-220	120-065	-0-155	-0.4%	120-220
Range	0-240	0-285	0-045	18.8%	2-090
ATR	0-282	0-282	0-000	0.1%	0-000
Volume	1,056,825	1,068,095	11,270	1.1%	7,307,367

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-298	122-147	120-222
R3	122-013	121-182	120-143
R2	121-048	121-048	120-117
R1	120-217	120-217	120-091	120-150
PP	120-083	120-083	120-083	120-050
S1	119-252	119-252	120-039	119-185
S2	119-118	119-118	120-013
S3	118-153	118-287	119-307
S4	117-188	118-002	119-228

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	119-270	1-315	1.7%	1-064	1.0%	18%	False	True	1,444,342
10	121-265	118-070	3-195	3.0%	0-318	0.8%	55%	False	False	1,314,019
20	121-265	117-180	4-085	3.5%	0-280	0.7%	62%	False	False	1,113,047
40	121-265	116-040	5-225	4.7%	0-254	0.7%	72%	False	False	562,303

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	0-060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-166
2.618	123-021
1.618	122-056
1.000	121-200
0.618	121-091
HIGH	120-235
0.618	120-126
0.500	120-092
0.382	120-059
LOW	119-270
0.618	119-094
1.000	118-305
1.618	118-129
2.618	117-164
4.250	116-019

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	120-092	120-260
PP	120-083	120-195
S1	120-074	120-130

Download as Excel Spreadsheet

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

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