ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	120-045	120-025	-0-020	-0.1%	119-260
High	120-080	120-145	0-065	0.2%	121-265
Low	119-255	119-280	0-025	0.1%	119-175
Close	120-015	119-310	-0-025	-0.1%	120-220
Range	0-145	0-185	0-040	27.6%	2-090
ATR	0-273	0-266	-0-006	-2.3%	0-000
Volume	987,363	1,136,046	148,683	15.1%	7,307,367

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-267	121-153	120-092
R3	121-082	120-288	120-041
R2	120-217	120-217	120-024
R1	120-103	120-103	120-007	120-068
PP	120-032	120-032	120-032	120-014
S1	119-238	119-238	119-293	119-202
S2	119-167	119-167	119-276
S3	118-302	119-053	119-259
S4	118-117	118-188	119-208

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	121-250	119-255	1-315	1.7%	0-251	0.7%	9%	False	False	1,131,346
10	121-265	118-270	2-315	2.5%	0-308	0.8%	38%	False	False	1,317,116
20	121-265	117-180	4-085	3.6%	0-268	0.7%	56%	False	False	1,202,126
40	121-265	116-040	5-225	4.8%	0-251	0.7%	67%	False	False	615,348

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	0-059
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-291
2.618	121-309
1.618	121-124
1.000	121-010
0.618	120-259
HIGH	120-145
0.618	120-074
0.500	120-052
0.382	120-031
LOW	119-280
0.618	119-166
1.000	119-095
1.618	118-301
2.618	118-116
4.250	117-134

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	120-052	120-085
PP	120-032	120-053
S1	120-011	120-022

Download as Excel Spreadsheet

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

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