ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 29-Apr-2011

Day Change Summary
	Previous	Current
	28-Apr-2011	29-Apr-2011	Change	Change %	Previous Week
Open	119-050	119-150	0-100	0.3%	118-170
High	119-200	119-230	0-030	0.1%	119-230
Low	119-050	119-150	0-100	0.3%	118-170
Close	119-160	119-220	0-060	0.2%	119-220
Range	0-150	0-080	-0-070	-46.7%	1-060
ATR	0-157	0-152	-0-006	-3.5%	0-000
Volume	2,358	2,492	134	5.7%	9,798

Daily Pivots for day following 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-120	120-090	119-264
R3	120-040	120-010	119-242
R2	119-280	119-280	119-235
R1	119-250	119-250	119-227	119-265
PP	119-200	119-200	119-200	119-208
S1	119-170	119-170	119-213	119-185
S2	119-120	119-120	119-205
S3	119-040	119-090	119-198
S4	118-280	119-010	119-176

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-280	122-150	120-109
R3	121-220	121-090	120-004
R2	120-160	120-160	119-290
R1	120-030	120-030	119-255	120-095
PP	119-100	119-100	119-100	119-132
S1	118-290	118-290	119-185	119-035
S2	118-040	118-040	119-150
S3	116-300	117-230	119-116
S4	115-240	116-170	119-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-230	118-170	1-060	1.0%	0-122	0.3%	97%	True	False	1,959
10	119-230	118-000	1-230	1.4%	0-127	0.3%	98%	True	False	1,278
20	119-230	116-020	3-210	3.1%	0-143	0.4%	99%	True	False	915
40	119-300	116-020	3-280	3.2%	0-088	0.2%	94%	False	False	462

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-250
2.618	120-119
1.618	120-039
1.000	119-310
0.618	119-279
HIGH	119-230
0.618	119-199
0.500	119-190
0.382	119-181
LOW	119-150
0.618	119-101
1.000	119-070
1.618	119-021
2.618	118-261
4.250	118-130

Fisher Pivots for day following 29-Apr-2011
Pivot	1 day	3 day
R1	119-210	119-178
PP	119-200	119-137
S1	119-190	119-095

Download as Excel Spreadsheet

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

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