ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 07-Apr-2011

Day Change Summary
	Previous	Current
	06-Apr-2011	07-Apr-2011	Change	Change %	Previous Week
Open	117-140	116-220	-0-240	-0.6%	117-210
High	117-140	117-030	-0-110	-0.3%	117-310
Low	116-280	116-220	-0-060	-0.2%	116-290
Close	116-300	117-020	0-040	0.1%	117-190
Range	0-180	0-130	-0-050	-27.8%	1-020
ATR	0-133	0-133	0-000	-0.2%	0-000
Volume	703	277	-426	-60.6%	85

Daily Pivots for day following 07-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-053	118-007	117-092
R3	117-243	117-197	117-056
R2	117-113	117-113	117-044
R1	117-067	117-067	117-032	117-090
PP	116-303	116-303	116-303	116-315
S1	116-257	116-257	117-008	116-280
S2	116-173	116-173	116-316
S3	116-043	116-127	116-304
S4	115-233	115-317	116-268

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-217	120-063	118-057
R3	119-197	119-043	117-284
R2	118-177	118-177	117-252
R1	118-023	118-023	117-221	117-250
PP	117-157	117-157	117-157	117-110
S1	117-003	117-003	117-159	116-230
S2	116-137	116-137	117-128
S3	115-117	115-303	117-096
S4	114-097	114-283	117-003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-300	116-220	1-080	1.1%	0-126	0.3%	30%	False	True	213
10	118-010	116-220	1-110	1.1%	0-078	0.2%	28%	False	True	115
20	119-300	116-220	3-080	2.8%	0-062	0.2%	12%	False	True	60
40	119-300	115-080	4-220	4.0%	0-044	0.1%	39%	False	False	32

Crabel Price Patterns
NR	True
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	True
Bull Hook	False
Stretch	0-003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-262
2.618	118-050
1.618	117-240
1.000	117-160
0.618	117-110
HIGH	117-030
0.618	116-300
0.500	116-285
0.382	116-270
LOW	116-220
0.618	116-140
1.000	116-090
1.618	116-010
2.618	115-200
4.250	114-308

Fisher Pivots for day following 07-Apr-2011
Pivot	1 day	3 day
R1	117-002	117-075
PP	116-303	117-057
S1	116-285	117-038

Download as Excel Spreadsheet

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

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