ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 09-Apr-2010

Day Change Summary
	Previous	Current
	08-Apr-2010	09-Apr-2010	Change	Change %	Previous Week
Open	114-160	114-100	-0-060	-0.2%	113-290
High	114-250	114-160	-0-090	-0.2%	114-250
Low	114-160	114-080	-0-080	-0.2%	113-150
Close	114-130	114-160	0-030	0.1%	114-160
Range	0-090	0-080	-0-010	-11.1%	1-100
ATR	0-119	0-117	-0-003	-2.4%	0-000
Volume	289	245	-44	-15.2%	2,684

Daily Pivots for day following 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-053	115-027	114-204
R3	114-293	114-267	114-182
R2	114-213	114-213	114-175
R1	114-187	114-187	114-167	114-200
PP	114-133	114-133	114-133	114-140
S1	114-107	114-107	114-153	114-120
S2	114-053	114-053	114-145
S3	113-293	114-027	114-138
S4	113-213	113-267	114-116

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-060	117-210	115-071
R3	116-280	116-110	114-276
R2	115-180	115-180	114-237
R1	115-010	115-010	114-198	115-095
PP	114-080	114-080	114-080	114-122
S1	113-230	113-230	114-122	113-315
S2	112-300	112-300	114-083
S3	111-200	112-130	114-044
S4	110-100	111-030	113-249

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%	0-118	0.3%	79%	False	False	536
10	115-010	113-150	1-180	1.4%	0-103	0.3%	66%	False	False	839
20	116-020	113-150	2-190	2.3%	0-080	0.2%	40%	False	False	877
40	116-020	113-150	2-190	2.3%	0-042	0.1%	40%	False	False	474

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	True
Bull Hook	False
Stretch	0-008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-180
2.618	115-049
1.618	114-289
1.000	114-240
0.618	114-209
HIGH	114-160
0.618	114-129
0.500	114-120
0.382	114-111
LOW	114-080
0.618	114-031
1.000	114-000
1.618	113-271
2.618	113-191
4.250	113-060

Fisher Pivots for day following 09-Apr-2010
Pivot	1 day	3 day
R1	114-147	114-145
PP	114-133	114-130
S1	114-120	114-115

Download as Excel Spreadsheet

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

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