ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 26-Apr-2011

Day Change Summary
	Previous	Current
	25-Apr-2011	26-Apr-2011	Change	Change %	Previous Week
Open	116-160	116-160	0-000	0.0%	116-150
High	116-160	116-180	0-020	0.1%	116-150
Low	116-160	116-160	0-000	0.0%	116-070
Close	116-160	116-240	0-080	0.2%	116-070
Range	0-000	0-020	0-020		0-080
ATR	0-057	0-054	-0-003	-4.6%	0-000
Volume	1,003	48	-955	-95.2%	76

Daily Pivots for day following 26-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-253	116-267	116-251
R3	116-233	116-247	116-246
R2	116-213	116-213	116-244
R1	116-227	116-227	116-242	116-220
PP	116-193	116-193	116-193	116-190
S1	116-207	116-207	116-238	116-200
S2	116-173	116-173	116-236
S3	116-153	116-187	116-234
S4	116-133	116-167	116-229

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-017	116-283	116-114
R3	116-257	116-203	116-092
R2	116-177	116-177	116-085
R1	116-123	116-123	116-077	116-110
PP	116-097	116-097	116-097	116-090
S1	116-043	116-043	116-063	116-030
S2	116-017	116-017	116-055
S3	115-257	115-283	116-048
S4	115-177	115-203	116-026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-180	116-070	0-110	0.3%	0-016	0.0%	155%	True	False	220
10	116-180	115-150	1-030	0.9%	0-008	0.0%	117%	True	False	275

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	0-000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-265
2.618	116-232
1.618	116-212
1.000	116-200
0.618	116-192
HIGH	116-180
0.618	116-172
0.500	116-170
0.382	116-168
LOW	116-160
0.618	116-148
1.000	116-140
1.618	116-128
2.618	116-108
4.250	116-075

Fisher Pivots for day following 26-Apr-2011
Pivot	1 day	3 day
R1	116-217	116-202
PP	116-193	116-163
S1	116-170	116-125

Download as Excel Spreadsheet

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

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