ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 03-May-2011

Day Change Summary
	Previous	Current
	02-May-2011	03-May-2011	Change	Change %	Previous Week
Open	121-040	121-075	0-035	0.1%	120-005
High	121-145	121-165	0-020	0.1%	121-070
Low	120-285	121-065	0-100	0.3%	119-300
Close	121-075	121-140	0-065	0.2%	121-045
Range	0-180	0-100	-0-080	-44.4%	1-090
ATR	0-203	0-196	-0-007	-3.6%	0-000
Volume	748,876	792,519	43,643	5.8%	4,132,533

Daily Pivots for day following 03-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-103	122-062	121-195
R3	122-003	121-282	121-168
R2	121-223	121-223	121-158
R1	121-182	121-182	121-149	121-202
PP	121-123	121-123	121-123	121-134
S1	121-082	121-082	121-131	121-102
S2	121-023	121-023	121-122
S3	120-243	120-302	121-112
S4	120-143	120-202	121-085

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	121-165	120-045	1-120	1.1%	0-164	0.4%	94%	True	False	844,860
10	121-165	119-240	1-245	1.5%	0-158	0.4%	96%	True	False	803,374
20	121-165	117-295	3-190	3.0%	0-190	0.5%	98%	True	False	958,521
40	121-265	117-295	3-290	3.2%	0-225	0.6%	90%	False	False	1,062,653
60	121-265	116-040	5-225	4.7%	0-226	0.6%	93%	False	False	863,756
80	121-265	116-040	5-225	4.7%	0-224	0.6%	93%	False	False	648,327

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-031
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	122-270
2.618	122-107
1.618	122-007
1.000	121-265
0.618	121-227
HIGH	121-165
0.618	121-127
0.500	121-115
0.382	121-103
LOW	121-065
0.618	121-003
1.000	120-285
1.618	120-223
2.618	120-123
4.250	119-280

Fisher Pivots for day following 03-May-2011
Pivot	1 day	3 day
R1	121-132	121-109
PP	121-123	121-078
S1	121-115	121-048

Download as Excel Spreadsheet

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

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