ECBOT 5 Year T-Note Future June 2011

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

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	116-180	116-212	0-032	0.1%	116-265
High	116-225	117-017	0-112	0.3%	117-010
Low	116-047	116-205	0-158	0.4%	116-047
Close	116-207	116-292	0-085	0.2%	116-207
Range	0-178	0-132	-0-046	-25.8%	0-283
ATR	0-163	0-161	-0-002	-1.4%	0-000
Volume	809,388	498,351	-311,037	-38.4%	2,951,485

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-034	117-295	117-045
R3	117-222	117-163	117-008
R2	117-090	117-090	116-316
R1	117-031	117-031	116-304	117-060
PP	116-278	116-278	116-278	116-293
S1	116-219	116-219	116-280	116-248
S2	116-146	116-146	116-268
S3	116-014	116-087	116-256
S4	115-202	115-275	116-219

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-084	118-268	117-043
R3	118-121	117-305	116-285
R2	117-158	117-158	116-259
R1	117-022	117-022	116-233	116-268
PP	116-195	116-195	116-195	116-158
S1	116-059	116-059	116-181	115-306
S2	115-232	115-232	116-155
S3	114-269	115-096	116-129
S4	113-306	114-133	116-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-017	116-047	0-290	0.8%	0-145	0.4%	84%	True	False	581,919
10	117-257	116-047	1-210	1.4%	0-139	0.4%	46%	False	False	581,966
20	118-250	116-047	2-203	2.3%	0-173	0.5%	29%	False	False	647,725
40	118-250	115-040	3-210	3.1%	0-159	0.4%	49%	False	False	472,668

Crabel Price Patterns
NR	True
NR4	False
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	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-258
2.618	118-043
1.618	117-231
1.000	117-149
0.618	117-099
HIGH	117-017
0.618	116-287
0.500	116-271
0.382	116-255
LOW	116-205
0.618	116-123
1.000	116-073
1.618	115-311
2.618	115-179
4.250	114-284

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	116-285	116-259
PP	116-278	116-225
S1	116-271	116-192

Download as Excel Spreadsheet

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

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