ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	119-040	119-060	0-020	0.1%	120-230
High	119-080	119-100	0-020	0.1%	120-235
Low	118-260	118-215	-0-045	-0.1%	119-015
Close	119-025	118-245	-0-100	-0.3%	119-060
Range	0-140	0-205	0-065	46.4%	1-220
ATR	0-254	0-250	-0-003	-1.4%	0-000
Volume	822,188	931,921	109,733	13.3%	5,291,548

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-268	120-142	119-038
R3	120-063	119-257	118-301
R2	119-178	119-178	118-283
R1	119-052	119-052	118-264	119-012
PP	118-293	118-293	118-293	118-274
S1	118-167	118-167	118-226	118-128
S2	118-088	118-088	118-207
S3	117-203	117-282	118-189
S4	116-318	117-077	118-132

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	120-145	118-215	1-250	1.5%	0-202	0.5%	5%	False	True	998,039
10	121-265	118-215	3-050	2.7%	0-264	0.7%	3%	False	True	1,154,556
20	121-265	117-180	4-085	3.6%	0-274	0.7%	28%	False	False	1,201,758
40	121-265	116-040	5-225	4.8%	0-249	0.7%	46%	False	False	711,423

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-063
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-011
2.618	120-317
1.618	120-112
1.000	119-305
0.618	119-227
HIGH	119-100
0.618	119-022
0.500	118-318
0.382	118-293
LOW	118-215
0.618	118-088
1.000	118-010
1.618	117-203
2.618	116-318
4.250	115-304

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	118-318	119-065
PP	118-293	119-018
S1	118-269	118-292

Download as Excel Spreadsheet

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

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