ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	114-100	114-230	0-130	0.4%	113-290
High	114-160	114-290	0-130	0.4%	114-250
Low	114-080	114-230	0-150	0.4%	113-150
Close	114-160	114-270	0-110	0.3%	114-160
Range	0-080	0-060	-0-020	-25.0%	1-100
ATR	0-117	0-118	0-001	0.8%	0-000
Volume	245	473	228	93.1%	2,684

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-123	115-097	114-303
R3	115-063	115-037	114-286
R2	115-003	115-003	114-281
R1	114-297	114-297	114-276	114-310
PP	114-263	114-263	114-263	114-270
S1	114-237	114-237	114-264	114-250
S2	114-203	114-203	114-259
S3	114-143	114-177	114-254
S4	114-083	114-117	114-237

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	114-290	113-240	1-050	1.0%	0-100	0.3%	95%	True	False	606
10	115-010	113-150	1-180	1.4%	0-104	0.3%	88%	False	False	623
20	116-020	113-150	2-190	2.3%	0-083	0.2%	53%	False	False	898
40	116-020	113-150	2-190	2.3%	0-044	0.1%	53%	False	False	486

Crabel Price Patterns
NR	True
NR4	True
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	0-008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-225
2.618	115-127
1.618	115-067
1.000	115-030
0.618	115-007
HIGH	114-290
0.618	114-267
0.500	114-260
0.382	114-253
LOW	114-230
0.618	114-193
1.000	114-170
1.618	114-133
2.618	114-073
4.250	113-295

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	114-267	114-242
PP	114-263	114-213
S1	114-260	114-185

Download as Excel Spreadsheet

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

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