ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	114-230	115-080	0-170	0.5%	113-290
High	114-290	115-080	0-110	0.3%	114-250
Low	114-230	115-000	0-090	0.2%	113-150
Close	114-270	115-060	0-110	0.3%	114-160
Range	0-060	0-080	0-020	33.3%	1-100
ATR	0-118	0-118	0-001	0.8%	0-000
Volume	473	449	-24	-5.1%	2,684

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-287	115-253	115-104
R3	115-207	115-173	115-082
R2	115-127	115-127	115-075
R1	115-093	115-093	115-067	115-070
PP	115-047	115-047	115-047	115-035
S1	115-013	115-013	115-053	114-310
S2	114-287	114-287	115-045
S3	114-207	114-253	115-038
S4	114-127	114-173	115-016

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-060	117-210	115-071
R3	116-280	116-110	114-276
R2	115-180	115-180	114-237
R1	115-010	115-010	114-198	115-095
PP	114-080	114-080	114-080	114-122
S1	113-230	113-230	114-122	113-315
S2	112-300	112-300	114-083
S3	111-200	112-130	114-044
S4	110-100	111-030	113-249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-080	113-300	1-100	1.1%	0-104	0.3%	95%	True	False	315
10	115-080	113-150	1-250	1.5%	0-108	0.3%	96%	True	False	582
20	116-020	113-150	2-190	2.3%	0-087	0.2%	66%	False	False	906
40	116-020	113-150	2-190	2.3%	0-046	0.1%	66%	False	False	497

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	0-007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-100
2.618	115-289
1.618	115-209
1.000	115-160
0.618	115-129
HIGH	115-080
0.618	115-049
0.500	115-040
0.382	115-031
LOW	115-000
0.618	114-271
1.000	114-240
1.618	114-191
2.618	114-111
4.250	113-300

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	115-053	115-013
PP	115-047	114-287
S1	115-040	114-240

Download as Excel Spreadsheet

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

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