ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	05-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	113-290	113-250	-0-040	-0.1%	114-110
High	113-300	113-300	0-000	0.0%	115-010
Low	113-150	113-240	0-090	0.2%	114-040
Close	113-180	113-250	0-070	0.2%	113-290
Range	0-150	0-060	-0-090	-60.0%	0-290
ATR	0-110	0-111	0-001	0.6%	0-000
Volume	123	1,908	1,785	1,451.2%	5,707

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-123	114-087	113-283
R3	114-063	114-027	113-266
R2	114-003	114-003	113-261
R1	113-287	113-287	113-256	113-280
PP	113-263	113-263	113-263	113-260
S1	113-227	113-227	113-244	113-220
S2	113-203	113-203	113-239
S3	113-143	113-167	113-234
S4	113-083	113-107	113-217

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	113-150	1-180	1.4%	0-112	0.3%	20%	False	False	849
10	115-050	113-150	1-220	1.5%	0-111	0.3%	19%	False	False	1,565
20	116-020	113-150	2-190	2.3%	0-063	0.2%	12%	False	False	911
40	116-020	113-150	2-190	2.3%	0-033	0.1%	12%	False	False	458

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	False
Bull Hook	False
Stretch	0-006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-235
2.618	114-137
1.618	114-077
1.000	114-040
0.618	114-017
HIGH	113-300
0.618	113-277
0.500	113-270
0.382	113-263
LOW	113-240
0.618	113-203
1.000	113-180
1.618	113-143
2.618	113-083
4.250	112-305

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	113-270	113-315
PP	113-263	113-293
S1	113-257	113-272

Download as Excel Spreadsheet

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

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