ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 15-Apr-2010

Day Change Summary
	Previous	Current
	14-Apr-2010	15-Apr-2010	Change	Change %	Previous Week
Open	115-000	115-000	0-000	0.0%	113-290
High	115-090	115-040	-0-050	-0.1%	114-250
Low	114-280	114-260	-0-020	-0.1%	113-150
Close	114-290	115-000	0-030	0.1%	114-160
Range	0-130	0-100	-0-030	-23.1%	1-100
ATR	0-119	0-118	-0-001	-1.2%	0-000
Volume	582	1,013	431	74.1%	2,684

Daily Pivots for day following 15-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-293	115-247	115-055
R3	115-193	115-147	115-028
R2	115-093	115-093	115-018
R1	115-047	115-047	115-009	115-050
PP	114-313	114-313	114-313	114-315
S1	114-267	114-267	114-311	114-270
S2	114-213	114-213	114-302
S3	114-113	114-167	114-292
S4	114-013	114-067	114-265

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%	0-090	0.2%	73%	False	False	552
10	115-090	113-150	1-260	1.6%	0-108	0.3%	84%	False	False	578
20	115-280	113-150	2-130	2.1%	0-093	0.3%	64%	False	False	960
40	116-020	113-150	2-190	2.3%	0-052	0.1%	59%	False	False	537

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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-145
2.618	115-302
1.618	115-202
1.000	115-140
0.618	115-102
HIGH	115-040
0.618	115-002
0.500	114-310
0.382	114-298
LOW	114-260
0.618	114-198
1.000	114-160
1.618	114-098
2.618	113-318
4.250	113-155

Fisher Pivots for day following 15-Apr-2010
Pivot	1 day	3 day
R1	114-317	115-015
PP	114-313	115-010
S1	114-310	115-005

Download as Excel Spreadsheet

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

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