ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 26-Apr-2010

Day Change Summary
	Previous	Current
	23-Apr-2010	26-Apr-2010	Change	Change %	Previous Week
Open	115-160	115-000	-0-160	-0.4%	116-000
High	115-160	115-130	-0-030	-0.1%	116-010
Low	115-010	115-000	-0-010	0.0%	115-010
Close	115-020	115-060	0-040	0.1%	115-020
Range	0-150	0-130	-0-020	-13.3%	1-000
ATR	0-135	0-134	0-000	-0.2%	0-000
Volume	2,030	952	-1,078	-53.1%	8,849

Daily Pivots for day following 26-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-133	116-067	115-132
R3	116-003	115-257	115-096
R2	115-193	115-193	115-084
R1	115-127	115-127	115-072	115-160
PP	115-063	115-063	115-063	115-080
S1	114-317	114-317	115-048	115-030
S2	114-253	114-253	115-036
S3	114-123	114-187	115-024
S4	113-313	114-057	114-308

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-120	117-230	115-196
R3	117-120	116-230	115-108
R2	116-120	116-120	115-079
R1	115-230	115-230	115-049	115-175
PP	115-120	115-120	115-120	115-092
S1	114-230	114-230	114-311	114-175
S2	114-120	114-120	114-281
S3	113-120	113-230	114-252
S4	112-120	112-230	114-164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-010	115-000	1-010	0.9%	0-136	0.4%	18%	False	True	1,692
10	116-010	114-260	1-070	1.1%	0-140	0.4%	31%	False	False	1,306
20	116-010	113-150	2-180	2.2%	0-122	0.3%	67%	False	False	965
40	116-020	113-150	2-190	2.3%	0-079	0.2%	66%	False	False	811

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0-018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-042
2.618	116-150
1.618	116-020
1.000	115-260
0.618	115-210
HIGH	115-130
0.618	115-080
0.500	115-065
0.382	115-050
LOW	115-000
0.618	114-240
1.000	114-190
1.618	114-110
2.618	113-300
4.250	113-088

Fisher Pivots for day following 26-Apr-2010
Pivot	1 day	3 day
R1	115-065	115-165
PP	115-063	115-130
S1	115-062	115-095

Download as Excel Spreadsheet

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

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