ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 22-Apr-2010

Day Change Summary
	Previous	Current
	21-Apr-2010	22-Apr-2010	Change	Change %	Previous Week
Open	115-090	115-240	0-150	0.4%	114-230
High	115-240	116-010	0-090	0.2%	115-280
Low	115-080	115-130	0-050	0.1%	114-230
Close	115-260	115-150	-0-110	-0.3%	115-230
Range	0-160	0-200	0-040	25.0%	1-050
ATR	0-128	0-133	0-005	4.0%	0-000
Volume	2,152	2,544	392	18.2%	3,738

Daily Pivots for day following 22-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-163	117-037	115-260
R3	116-283	116-157	115-205
R2	116-083	116-083	115-187
R1	115-277	115-277	115-168	115-240
PP	115-203	115-203	115-203	115-185
S1	115-077	115-077	115-132	115-040
S2	115-003	115-003	115-113
S3	114-123	114-197	115-095
S4	113-243	113-317	115-040

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	116-010	115-040	0-290	0.8%	0-162	0.4%	38%	True	False	1,608
10	116-010	114-080	1-250	1.5%	0-126	0.3%	68%	True	False	1,080
20	116-010	113-150	2-180	2.2%	0-114	0.3%	78%	True	False	1,331
40	116-020	113-150	2-190	2.2%	0-072	0.2%	77%	False	False	737

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-220
2.618	117-214
1.618	117-014
1.000	116-210
0.618	116-134
HIGH	116-010
0.618	115-254
0.500	115-230
0.382	115-206
LOW	115-130
0.618	115-006
1.000	114-250
1.618	114-126
2.618	113-246
4.250	112-240

Fisher Pivots for day following 22-Apr-2010
Pivot	1 day	3 day
R1	115-230	115-205
PP	115-203	115-187
S1	115-177	115-168

Download as Excel Spreadsheet

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

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