ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 02-Apr-2010

Day Change Summary
	Previous	Current
	01-Apr-2010	02-Apr-2010	Change	Change %	Previous Week
Open	114-220	114-160	-0-060	-0.2%	114-110
High	114-220	114-160	-0-060	-0.2%	115-010
Low	114-170	114-040	-0-130	-0.4%	114-040
Close	114-200	113-290	-0-230	-0.6%	113-290
Range	0-050	0-120	0-070	140.0%	0-290
ATR	0-103	0-107	0-004	3.9%	0-000
Volume	520	586	66	12.7%	5,707

Daily Pivots for day following 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-097	114-313	114-036
R3	114-297	114-193	114-003
R2	114-177	114-177	113-312
R1	114-073	114-073	113-301	114-065
PP	114-057	114-057	114-057	114-052
S1	113-273	113-273	113-279	113-265
S2	113-257	113-257	113-268
S3	113-137	113-153	113-257
S4	113-017	113-033	113-224

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-023	116-127	114-130
R3	116-053	115-157	114-050
R2	115-083	115-083	114-023
R1	114-187	114-187	113-317	114-150
PP	114-113	114-113	114-113	114-095
S1	113-217	113-217	113-263	113-180
S2	113-143	113-143	113-237
S3	112-173	112-247	113-210
S4	111-203	111-277	113-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-010	114-040	0-290	0.8%	0-088	0.2%	-24%	False	True	1,141
10	115-280	114-000	1-280	1.6%	0-090	0.2%	-5%	False	False	1,385
20	116-020	114-000	2-020	1.8%	0-055	0.2%	-5%	False	False	811
40	116-020	114-000	2-020	1.8%	0-028	0.1%	-5%	False	False	407

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	0-004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-030
2.618	115-154
1.618	115-034
1.000	114-280
0.618	114-234
HIGH	114-160
0.618	114-114
0.500	114-100
0.382	114-086
LOW	114-040
0.618	113-286
1.000	113-240
1.618	113-166
2.618	113-046
4.250	112-170

Fisher Pivots for day following 02-Apr-2010
Pivot	1 day	3 day
R1	114-100	114-185
PP	114-057	114-113
S1	114-013	114-042

Download as Excel Spreadsheet

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

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