ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 02-May-2011

Day Change Summary
	Previous	Current
	29-Apr-2011	02-May-2011	Change	Change %	Previous Week
Open	120-300	121-040	0-060	0.2%	120-005
High	121-070	121-145	0-075	0.2%	121-070
Low	120-250	120-285	0-035	0.1%	119-300
Close	121-045	121-075	0-030	0.1%	121-045
Range	0-140	0-180	0-040	28.6%	1-090
ATR	0-205	0-203	-0-002	-0.9%	0-000
Volume	650,447	748,876	98,429	15.1%	4,132,533

Daily Pivots for day following 02-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-282	122-198	121-174
R3	122-102	122-018	121-124
R2	121-242	121-242	121-108
R1	121-158	121-158	121-092	121-200
PP	121-062	121-062	121-062	121-082
S1	120-298	120-298	121-058	121-020
S2	120-202	120-202	121-042
S3	120-022	120-118	121-026
S4	119-162	119-258	120-296

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	121-145	120-045	1-100	1.1%	0-180	0.5%	83%	True	False	840,133
10	121-145	119-165	1-300	1.6%	0-171	0.4%	89%	True	False	864,560
20	121-145	117-295	3-170	2.9%	0-195	0.5%	94%	True	False	958,918
40	121-265	117-295	3-290	3.2%	0-228	0.6%	85%	False	False	1,066,667
60	121-265	116-040	5-225	4.7%	0-231	0.6%	90%	False	False	850,631
80	121-265	116-040	5-225	4.7%	0-224	0.6%	90%	False	False	638,435

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-039
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-270
2.618	122-296
1.618	122-116
1.000	122-005
0.618	121-256
HIGH	121-145
0.618	121-076
0.500	121-055
0.382	121-034
LOW	120-285
0.618	120-174
1.000	120-105
1.618	119-314
2.618	119-134
4.250	118-160

Fisher Pivots for day following 02-May-2011
Pivot	1 day	3 day
R1	121-068	121-047
PP	121-062	121-018
S1	121-055	120-310

Download as Excel Spreadsheet

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

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