ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	116-300	116-170	-0-130	-0.3%	116-170
High	116-300	116-170	-0-130	-0.3%	116-230
Low	116-300	116-170	-0-130	-0.3%	116-090
Close	116-300	116-170	-0-130	-0.3%	116-230
Range
ATR	0-111	0-113	0-001	1.2%	0-000
Volume	2	2	0	0.0%	8

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-170	116-170	116-170
R3	116-170	116-170	116-170
R2	116-170	116-170	116-170
R1	116-170	116-170	116-170	116-170
PP	116-170	116-170	116-170	116-170
S1	116-170	116-170	116-170	116-170
S2	116-170	116-170	116-170
S3	116-170	116-170	116-170
S4	116-170	116-170	116-170

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-283	117-237	116-307
R3	117-143	117-097	116-268
R2	117-003	117-003	116-256
R1	116-277	116-277	116-243	116-300
PP	116-183	116-183	116-183	116-195
S1	116-137	116-137	116-217	116-160
S2	116-043	116-043	116-204
S3	115-223	115-317	116-192
S4	115-083	115-177	116-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-300	116-170	0-130	0.3%	0-000	0.0%	0%	False	True	2
10	116-300	114-300	2-000	1.7%	0-000	0.0%	80%	False	False	2
20	116-300	114-050	2-250	2.4%	0-000	0.0%	85%	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	116-170
2.618	116-170
1.618	116-170
1.000	116-170
0.618	116-170
HIGH	116-170
0.618	116-170
0.500	116-170
0.382	116-170
LOW	116-170
0.618	116-170
1.000	116-170
1.618	116-170
2.618	116-170
4.250	116-170

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	116-170	116-235
PP	116-170	116-213
S1	116-170	116-192

Download as Excel Spreadsheet

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

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