ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 25-Mar-2011

Day Change Summary
	Previous	Current
	24-Mar-2011	25-Mar-2011	Change	Change %	Previous Week
Open	119-300	119-145	-0-155	-0.4%	120-230
High	120-065	119-235	-0-150	-0.4%	120-235
Low	119-125	119-015	-0-110	-0.3%	119-015
Close	119-160	119-060	-0-100	-0.3%	119-060
Range	0-260	0-220	-0-040	-15.4%	1-220
ATR	0-266	0-263	-0-003	-1.2%	0-000
Volume	1,045,633	1,054,411	8,778	0.8%	5,291,548

Daily Pivots for day following 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-123	120-312	119-181
R3	120-223	120-092	119-120
R2	120-003	120-003	119-100
R1	119-192	119-192	119-080	119-148
PP	119-103	119-103	119-103	119-081
S1	118-292	118-292	119-040	118-248
S2	118-203	118-203	119-020
S3	117-303	118-072	119-000
S4	117-083	117-172	118-259

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-230	123-205	120-037
R3	123-010	121-305	119-208
R2	121-110	121-110	119-159
R1	120-085	120-085	119-110	119-308
PP	119-210	119-210	119-210	119-161
S1	118-185	118-185	119-010	118-088
S2	117-310	117-310	118-281
S3	116-090	116-285	118-232
S4	114-190	115-065	118-083

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-235	119-015	1-220	1.4%	0-219	0.6%	8%	False	True	1,058,309
10	121-265	119-015	2-250	2.3%	0-301	0.8%	5%	False	True	1,259,891
20	121-265	117-180	4-085	3.6%	0-275	0.7%	38%	False	False	1,232,662
40	121-265	116-040	5-225	4.8%	0-254	0.7%	54%	False	False	667,657

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-064
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-210
2.618	121-171
1.618	120-271
1.000	120-135
0.618	120-051
HIGH	119-235
0.618	119-151
0.500	119-125
0.382	119-099
LOW	119-015
0.618	118-199
1.000	118-115
1.618	117-299
2.618	117-079
4.250	116-040

Fisher Pivots for day following 25-Mar-2011
Pivot	1 day	3 day
R1	119-125	119-240
PP	119-103	119-180
S1	119-082	119-120

Download as Excel Spreadsheet

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

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