ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 19-Apr-2010

Day Change Summary
	Previous	Current
	16-Apr-2010	19-Apr-2010	Change	Change %	Previous Week
Open	115-040	116-000	0-280	0.8%	114-230
High	115-280	116-000	0-040	0.1%	115-280
Low	115-040	115-150	0-110	0.3%	114-230
Close	115-230	115-130	-0-100	-0.3%	115-230
Range	0-240	0-170	-0-070	-29.2%	1-050
ATR	0-129	0-132	0-003	2.2%	0-000
Volume	1,221	1,338	117	9.6%	3,738

Daily Pivots for day following 19-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-070	116-270	115-224
R3	116-220	116-100	115-177
R2	116-050	116-050	115-161
R1	115-250	115-250	115-146	115-225
PP	115-200	115-200	115-200	115-188
S1	115-080	115-080	115-114	115-055
S2	115-030	115-030	115-099
S3	114-180	114-230	115-083
S4	114-010	114-060	115-036

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-290	118-150	116-114
R3	117-240	117-100	116-012
R2	116-190	116-190	115-298
R1	116-050	116-050	115-264	116-120
PP	115-140	115-140	115-140	115-175
S1	115-000	115-000	115-196	115-070
S2	114-090	114-090	115-162
S3	113-040	113-270	115-128
S4	111-310	112-220	115-026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-000	114-260	1-060	1.0%	0-144	0.4%	50%	True	False	920
10	116-000	113-240	2-080	1.9%	0-122	0.3%	74%	True	False	763
20	116-000	113-150	2-170	2.2%	0-114	0.3%	77%	True	False	1,069
40	116-020	113-150	2-190	2.2%	0-062	0.2%	75%	False	False	601

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	True
Stretch	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-082
2.618	117-125
1.618	116-275
1.000	116-170
0.618	116-105
HIGH	116-000
0.618	115-255
0.500	115-235
0.382	115-215
LOW	115-150
0.618	115-045
1.000	114-300
1.618	114-195
2.618	114-025
4.250	113-068

Fisher Pivots for day following 19-Apr-2010
Pivot	1 day	3 day
R1	115-235	115-130
PP	115-200	115-130
S1	115-165	115-130

Download as Excel Spreadsheet

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

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