ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 21-Apr-2010

Day Change Summary
	Previous	Current
	20-Apr-2010	21-Apr-2010	Change	Change %	Previous Week
Open	115-130	115-090	-0-040	-0.1%	114-230
High	115-130	115-240	0-110	0.3%	115-280
Low	115-090	115-080	-0-010	0.0%	114-230
Close	115-120	115-260	0-140	0.4%	115-230
Range	0-040	0-160	0-120	300.0%	1-050
ATR	0-126	0-128	0-002	1.9%	0-000
Volume	785	2,152	1,367	174.1%	3,738

Daily Pivots for day following 21-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-033	116-307	116-028
R3	116-193	116-147	115-304
R2	116-033	116-033	115-289
R1	115-307	115-307	115-275	116-010
PP	115-193	115-193	115-193	115-205
S1	115-147	115-147	115-245	115-170
S2	115-033	115-033	115-231
S3	114-193	114-307	115-216
S4	114-033	114-147	115-172

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%	0-142	0.4%	84%	False	False	1,301
10	116-000	114-080	1-240	1.5%	0-115	0.3%	89%	False	False	854
20	116-000	113-150	2-170	2.2%	0-114	0.3%	93%	False	False	1,215
40	116-020	113-150	2-190	2.2%	0-067	0.2%	90%	False	False	674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	117-280
2.618	117-019
1.618	116-179
1.000	116-080
0.618	116-019
HIGH	115-240
0.618	115-179
0.500	115-160
0.382	115-141
LOW	115-080
0.618	114-301
1.000	114-240
1.618	114-141
2.618	113-301
4.250	113-040

Fisher Pivots for day following 21-Apr-2010
Pivot	1 day	3 day
R1	115-227	115-240
PP	115-193	115-220
S1	115-160	115-200

Download as Excel Spreadsheet

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

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