ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 14-Apr-2010

Day Change Summary
	Previous	Current
	13-Apr-2010	14-Apr-2010	Change	Change %	Previous Week
Open	115-080	115-000	-0-080	-0.2%	113-290
High	115-080	115-090	0-010	0.0%	114-250
Low	115-000	114-280	-0-040	-0.1%	113-150
Close	115-060	114-290	-0-090	-0.2%	114-160
Range	0-080	0-130	0-050	62.5%	1-100
ATR	0-118	0-119	0-001	0.7%	0-000
Volume	449	582	133	29.6%	2,684

Daily Pivots for day following 14-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-077	115-313	115-042
R3	115-267	115-183	115-006
R2	115-137	115-137	114-314
R1	115-053	115-053	114-302	115-030
PP	115-007	115-007	115-007	114-315
S1	114-243	114-243	114-278	114-220
S2	114-197	114-197	114-266
S3	114-067	114-113	114-254
S4	113-257	113-303	114-218

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	115-090	114-080	1-010	0.9%	0-088	0.2%	64%	True	False	407
10	115-090	113-150	1-260	1.6%	0-103	0.3%	79%	True	False	529
20	115-280	113-150	2-130	2.1%	0-092	0.2%	60%	False	False	922
40	116-020	113-150	2-190	2.3%	0-049	0.1%	55%	False	False	512

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-002
2.618	116-110
1.618	115-300
1.000	115-220
0.618	115-170
HIGH	115-090
0.618	115-040
0.500	115-025
0.382	115-010
LOW	114-280
0.618	114-200
1.000	114-150
1.618	114-070
2.618	113-260
4.250	113-048

Fisher Pivots for day following 14-Apr-2010
Pivot	1 day	3 day
R1	115-025	115-000
PP	115-007	114-310
S1	114-308	114-300

Download as Excel Spreadsheet

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

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