ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 29-Apr-2011

Day Change Summary
	Previous	Current
	28-Apr-2011	29-Apr-2011	Change	Change %	Previous Week
Open	120-170	120-300	0-130	0.3%	120-005
High	121-045	121-070	0-025	0.1%	121-070
Low	120-155	120-250	0-095	0.2%	119-300
Close	120-305	121-045	0-060	0.2%	121-045
Range	0-210	0-140	-0-070	-33.3%	1-090
ATR	0-210	0-205	-0-005	-2.4%	0-000
Volume	1,140,527	650,447	-490,080	-43.0%	4,132,533

Daily Pivots for day following 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-115	122-060	121-122
R3	121-295	121-240	121-084
R2	121-155	121-155	121-071
R1	121-100	121-100	121-058	121-128
PP	121-015	121-015	121-015	121-029
S1	120-280	120-280	121-032	120-308
S2	120-195	120-195	121-019
S3	120-055	120-140	121-006
S4	119-235	120-000	120-288

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-195	124-050	121-270
R3	123-105	122-280	121-158
R2	122-015	122-015	121-120
R1	121-190	121-190	121-083	121-262
PP	120-245	120-245	120-245	120-281
S1	120-100	120-100	121-007	120-172
S2	119-155	119-155	120-290
S3	118-065	119-010	120-252
S4	116-295	117-240	120-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-070	119-300	1-090	1.1%	0-171	0.4%	94%	True	False	826,506
10	121-070	119-015	2-055	1.8%	0-181	0.5%	96%	True	False	895,980
20	121-070	117-295	3-095	2.7%	0-198	0.5%	98%	True	False	980,962
40	121-265	117-180	4-085	3.5%	0-233	0.6%	84%	False	False	1,083,526
60	121-265	116-040	5-225	4.7%	0-231	0.6%	88%	False	False	838,256
80	121-265	116-040	5-225	4.7%	0-225	0.6%	88%	False	False	629,074

Crabel Price Patterns
NR	True
NR4	True
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	0-032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-025
2.618	122-117
1.618	121-297
1.000	121-210
0.618	121-157
HIGH	121-070
0.618	121-017
0.500	121-000
0.382	120-303
LOW	120-250
0.618	120-163
1.000	120-110
1.618	120-023
2.618	119-203
4.250	118-295

Fisher Pivots for day following 29-Apr-2011
Pivot	1 day	3 day
R1	121-030	120-316
PP	121-015	120-267
S1	121-000	120-218

Download as Excel Spreadsheet

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

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