ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 07-Apr-2010

Day Change Summary
	Previous	Current
	06-Apr-2010	07-Apr-2010	Change	Change %	Previous Week
Open	113-250	114-010	0-080	0.2%	114-110
High	113-300	114-190	0-210	0.6%	115-010
Low	113-240	113-300	0-060	0.2%	114-040
Close	113-250	114-190	0-260	0.7%	113-290
Range	0-060	0-210	0-150	250.0%	0-290
ATR	0-111	0-122	0-011	9.6%	0-000
Volume	1,908	119	-1,789	-93.8%	5,707

Daily Pivots for day following 07-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-110	116-040	114-306
R3	115-220	115-150	114-248
R2	115-010	115-010	114-228
R1	114-260	114-260	114-209	114-295
PP	114-120	114-120	114-120	114-138
S1	114-050	114-050	114-171	114-085
S2	113-230	113-230	114-152
S3	113-020	113-160	114-132
S4	112-130	112-270	114-074

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	114-220	113-150	1-070	1.1%	0-118	0.3%	92%	False	False	651
10	115-010	113-150	1-180	1.4%	0-114	0.3%	72%	False	False	1,577
20	116-020	113-150	2-190	2.3%	0-074	0.2%	43%	False	False	854
40	116-020	113-150	2-190	2.3%	0-038	0.1%	43%	False	False	461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	117-122
2.618	116-100
1.618	115-210
1.000	115-080
0.618	115-000
HIGH	114-190
0.618	114-110
0.500	114-085
0.382	114-060
LOW	113-300
0.618	113-170
1.000	113-090
1.618	112-280
2.618	112-070
4.250	111-048

Fisher Pivots for day following 07-Apr-2010
Pivot	1 day	3 day
R1	114-155	114-130
PP	114-120	114-070
S1	114-085	114-010

Download as Excel Spreadsheet

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

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