ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	119-060	118-245	-0-135	-0.4%	120-230
High	119-100	119-075	-0-025	-0.1%	120-235
Low	118-215	118-190	-0-025	-0.1%	119-015
Close	118-245	119-040	0-115	0.3%	119-060
Range	0-205	0-205	0-000	0.0%	1-220
ATR	0-250	0-247	-0-003	-1.3%	0-000
Volume	931,921	943,901	11,980	1.3%	5,291,548

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-290	120-210	119-153
R3	120-085	120-005	119-096
R2	119-200	119-200	119-078
R1	119-120	119-120	119-059	119-160
PP	118-315	118-315	118-315	119-015
S1	118-235	118-235	119-021	118-275
S2	118-110	118-110	119-002
S3	117-225	118-030	118-304
S4	117-020	117-145	118-247

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	120-065	118-190	1-195	1.4%	0-206	0.5%	33%	False	True	959,610
10	121-250	118-190	3-060	2.7%	0-228	0.6%	17%	False	True	1,045,478
20	121-265	117-180	4-085	3.6%	0-272	0.7%	37%	False	False	1,189,266
40	121-265	116-040	5-225	4.8%	0-249	0.7%	53%	False	False	735,012

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055

Fibonacci Retracements and Extensions
4.250	121-306
2.618	120-292
1.618	120-087
1.000	119-280
0.618	119-202
HIGH	119-075
0.618	118-317
0.500	118-292
0.382	118-268
LOW	118-190
0.618	118-063
1.000	117-305
1.618	117-178
2.618	116-293
4.250	115-279

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	119-018	119-022
PP	118-315	119-003
S1	118-292	118-305

Download as Excel Spreadsheet

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

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