ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	114-280	114-300	0-020	0.1%	114-280
High	114-280	114-300	0-020	0.1%	114-280
Low	114-280	114-300	0-020	0.1%	114-050
Close	114-280	114-300	0-020	0.1%	114-220
Range
ATR	0-145	0-136	-0-009	-6.2%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	114-300	114-300	114-300
R3	114-300	114-300	114-300
R2	114-300	114-300	114-300
R1	114-300	114-300	114-300	114-300
PP	114-300	114-300	114-300	114-300
S1	114-300	114-300	114-300	114-300
S2	114-300	114-300	114-300
S3	114-300	114-300	114-300
S4	114-300	114-300	114-300

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-233	116-137	115-026
R3	116-003	115-227	114-283
R2	115-093	115-093	114-262
R1	114-317	114-317	114-241	114-250
PP	114-183	114-183	114-183	114-150
S1	114-087	114-087	114-199	114-020
S2	113-273	113-273	114-178
S3	113-043	113-177	114-157
S4	112-133	112-267	114-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-300	114-080	0-220	0.6%	0-000	0.0%	100%	True	False	2
10	116-130	114-050	2-080	2.0%	0-000	0.0%	35%	False	False	2

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	114-300
2.618	114-300
1.618	114-300
1.000	114-300
0.618	114-300
HIGH	114-300
0.618	114-300
0.500	114-300
0.382	114-300
LOW	114-300
0.618	114-300
1.000	114-300
1.618	114-300
2.618	114-300
4.250	114-300

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	114-300	114-287
PP	114-300	114-273
S1	114-300	114-260

Download as Excel Spreadsheet

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

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