ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 11-Mar-2011

Day Change Summary
	Previous	Current
	10-Mar-2011	11-Mar-2011	Change	Change %	Previous Week
Open	117-160	118-100	0-260	0.7%	117-030
High	117-160	118-100	0-260	0.7%	118-100
Low	117-160	118-100	0-260	0.7%	116-300
Close	118-140	118-120	-0-020	-0.1%	118-120
Range
ATR	0-126	0-119	-0-006	-4.9%	0-000
Volume	1	1	0	0.0%	18

Daily Pivots for day following 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-107	118-113	118-120
R3	118-107	118-113	118-120
R2	118-107	118-107	118-120
R1	118-113	118-113	118-120	118-110
PP	118-107	118-107	118-107	118-105
S1	118-113	118-113	118-120	118-110
S2	118-107	118-107	118-120
S3	118-107	118-113	118-120
S4	118-107	118-113	118-120

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-000	121-180	119-042
R3	120-200	120-060	118-241
R2	119-080	119-080	118-201
R1	118-260	118-260	118-160	119-010
PP	117-280	117-280	117-280	117-315
S1	117-140	117-140	118-080	117-210
S2	116-160	116-160	118-039
S3	115-040	116-020	117-319
S4	113-240	114-220	117-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-100	116-300	1-120	1.2%	0-008	0.0%	105%	True	False	3
10	118-100	116-160	1-260	1.5%	0-036	0.1%	103%	True	False	6
20	118-100	115-220	2-200	2.2%	0-025	0.1%	102%	True	False	5

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	118-100
2.618	118-100
1.618	118-100
1.000	118-100
0.618	118-100
HIGH	118-100
0.618	118-100
0.500	118-100
0.382	118-100
LOW	118-100
0.618	118-100
1.000	118-100
1.618	118-100
2.618	118-100
4.250	118-100

Fisher Pivots for day following 11-Mar-2011
Pivot	1 day	3 day
R1	118-113	118-063
PP	118-107	118-007
S1	118-100	117-270

Download as Excel Spreadsheet

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

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