ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 08-Apr-2010

Day Change Summary
	Previous	Current
	07-Apr-2010	08-Apr-2010	Change	Change %	Previous Week
Open	114-010	114-160	0-150	0.4%	114-110
High	114-190	114-250	0-060	0.2%	115-010
Low	113-300	114-160	0-180	0.5%	114-040
Close	114-190	114-130	-0-060	-0.2%	113-290
Range	0-210	0-090	-0-120	-57.1%	0-290
ATR	0-122	0-119	-0-002	-1.9%	0-000
Volume	119	289	170	142.9%	5,707

Daily Pivots for day following 08-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-130	115-060	114-180
R3	115-040	114-290	114-155
R2	114-270	114-270	114-146
R1	114-200	114-200	114-138	114-190
PP	114-180	114-180	114-180	114-175
S1	114-110	114-110	114-122	114-100
S2	114-090	114-090	114-114
S3	114-000	114-020	114-105
S4	113-230	113-250	114-080

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	114-250	113-150	1-100	1.1%	0-126	0.3%	71%	True	False	605
10	115-010	113-150	1-180	1.4%	0-103	0.3%	60%	False	False	1,582
20	116-020	113-150	2-190	2.3%	0-076	0.2%	36%	False	False	865
40	116-020	113-150	2-190	2.3%	0-040	0.1%	36%	False	False	468

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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-312
2.618	115-166
1.618	115-076
1.000	115-020
0.618	114-306
HIGH	114-250
0.618	114-216
0.500	114-205
0.382	114-194
LOW	114-160
0.618	114-104
1.000	114-070
1.618	114-014
2.618	113-244
4.250	113-098

Fisher Pivots for day following 08-Apr-2010
Pivot	1 day	3 day
R1	114-205	114-115
PP	114-180	114-100
S1	114-155	114-085

Download as Excel Spreadsheet

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

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