ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	119-110	118-180	-0-250	-0.7%	118-120
High	119-110	118-180	-0-250	-0.7%	119-300
Low	119-110	118-100	-1-010	-0.9%	118-120
Close	119-110	118-270	-0-160	-0.4%	119-110
Range	0-000	0-080	0-080		1-180
ATR	0-127	0-141	0-015	11.5%	0-000
Volume	3	3	0	0.0%	17

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-103	119-107	118-314
R3	119-023	119-027	118-292
R2	118-263	118-263	118-285
R1	118-267	118-267	118-277	118-265
PP	118-183	118-183	118-183	118-182
S1	118-187	118-187	118-263	118-185
S2	118-103	118-103	118-255
S3	118-023	118-107	118-248
S4	117-263	118-027	118-226

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-290	123-060	120-065
R3	122-110	121-200	119-248
R2	120-250	120-250	119-202
R1	120-020	120-020	119-156	120-135
PP	119-070	119-070	119-070	119-128
S1	118-160	118-160	119-064	118-275
S2	117-210	117-210	119-018
S3	116-030	116-300	118-292
S4	114-170	115-120	118-155

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%	33%	False	True	3
10	119-300	116-300	3-000	2.5%	0-021	0.1%	64%	False	False	3
20	119-300	116-160	3-140	2.9%	0-034	0.1%	68%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	119-200
2.618	119-069
1.618	118-309
1.000	118-260
0.618	118-229
HIGH	118-180
0.618	118-149
0.500	118-140
0.382	118-131
LOW	118-100
0.618	118-051
1.000	118-020
1.618	117-291
2.618	117-211
4.250	117-080

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	118-227	118-275
PP	118-183	118-273
S1	118-140	118-272

Download as Excel Spreadsheet

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

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