ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	115-210	116-140	0-250	0.7%	116-290
High	115-210	116-140	0-250	0.7%	116-300
Low	115-210	116-140	0-250	0.7%	115-210
Close	115-210	116-140	0-250	0.7%	116-140
Range
ATR	0-124	0-133	0-009	7.2%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-140	116-140	116-140
R3	116-140	116-140	116-140
R2	116-140	116-140	116-140
R1	116-140	116-140	116-140	116-140
PP	116-140	116-140	116-140	116-140
S1	116-140	116-140	116-140	116-140
S2	116-140	116-140	116-140
S3	116-140	116-140	116-140
S4	116-140	116-140	116-140

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-060	119-190	117-046
R3	118-290	118-100	116-253
R2	117-200	117-200	116-215
R1	117-010	117-010	116-178	116-220
PP	116-110	116-110	116-110	116-055
S1	115-240	115-240	116-102	115-130
S2	115-020	115-020	116-065
S3	113-250	114-150	116-027
S4	112-160	113-060	115-234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-300	115-210	1-090	1.1%	0-000	0.0%	61%	False	False	2
10	116-300	115-130	1-170	1.3%	0-000	0.0%	67%	False	False	2
20	116-300	114-050	2-250	2.4%	0-000	0.0%	82%	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	116-140
2.618	116-140
1.618	116-140
1.000	116-140
0.618	116-140
HIGH	116-140
0.618	116-140
0.500	116-140
0.382	116-140
LOW	116-140
0.618	116-140
1.000	116-140
1.618	116-140
2.618	116-140
4.250	116-140

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	116-140	116-103
PP	116-140	116-067
S1	116-140	116-030

Download as Excel Spreadsheet

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

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