ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 04-May-2011

Day Change Summary
	Previous	Current
	03-May-2011	04-May-2011	Change	Change %	Previous Week
Open	121-075	121-155	0-080	0.2%	120-005
High	121-165	121-250	0-085	0.2%	121-070
Low	121-065	121-085	0-020	0.1%	119-300
Close	121-140	121-205	0-065	0.2%	121-045
Range	0-100	0-165	0-065	65.0%	1-090
ATR	0-196	0-194	-0-002	-1.1%	0-000
Volume	792,519	1,072,753	280,234	35.4%	4,132,533

Daily Pivots for day following 04-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-035	122-285	121-296
R3	122-190	122-120	121-250
R2	122-025	122-025	121-235
R1	121-275	121-275	121-220	121-310
PP	121-180	121-180	121-180	121-198
S1	121-110	121-110	121-190	121-145
S2	121-015	121-015	121-175
S3	120-170	120-265	121-160
S4	120-005	120-100	121-114

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	121-250	120-155	1-095	1.1%	0-159	0.4%	89%	True	False	881,024
10	121-250	119-240	2-010	1.7%	0-158	0.4%	93%	True	False	821,356
20	121-250	117-295	3-275	3.2%	0-187	0.5%	96%	True	False	956,708
40	121-265	117-295	3-290	3.2%	0-225	0.6%	95%	False	False	1,064,712
60	121-265	116-040	5-225	4.7%	0-226	0.6%	97%	False	False	881,434
80	121-265	116-040	5-225	4.7%	0-222	0.6%	97%	False	False	661,736

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-311
2.618	123-042
1.618	122-197
1.000	122-095
0.618	122-032
HIGH	121-250
0.618	121-187
0.500	121-168
0.382	121-148
LOW	121-085
0.618	120-303
1.000	120-240
1.618	120-138
2.618	119-293
4.250	119-024

Fisher Pivots for day following 04-May-2011
Pivot	1 day	3 day
R1	121-192	121-172
PP	121-180	121-140
S1	121-168	121-108

Download as Excel Spreadsheet

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

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