ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	119-300	119-100	-0-200	-0.5%	117-030
High	119-300	119-130	-0-170	-0.4%	118-100
Low	119-300	119-100	-0-200	-0.5%	116-300
Close	119-300	119-200	-0-100	-0.3%	118-120
Range	0-000	0-030	0-030		1-120
ATR	0-124	0-129	0-005	4.4%	0-000
Volume	5	5	0	0.0%	18

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-233	119-247	119-216
R3	119-203	119-217	119-208
R2	119-173	119-173	119-206
R1	119-187	119-187	119-203	119-180
PP	119-143	119-143	119-143	119-140
S1	119-157	119-157	119-197	119-150
S2	119-113	119-113	119-194
S3	119-083	119-127	119-192
S4	119-053	119-097	119-184

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	119-300	118-100	1-200	1.4%	0-022	0.1%	81%	False	False	3
10	119-300	116-300	3-000	2.5%	0-015	0.0%	90%	False	False	5
20	119-300	116-120	3-180	3.0%	0-030	0.1%	91%	False	False	5

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	0-000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-258
2.618	119-209
1.618	119-179
1.000	119-160
0.618	119-149
HIGH	119-130
0.618	119-119
0.500	119-115
0.382	119-111
LOW	119-100
0.618	119-081
1.000	119-070
1.618	119-051
2.618	119-021
4.250	118-292

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	119-172	119-183
PP	119-143	119-167
S1	119-115	119-150

Download as Excel Spreadsheet

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

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