ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	117-250	117-140	-0-110	-0.3%	117-210
High	117-250	117-140	-0-110	-0.3%	117-310
Low	117-110	116-280	-0-150	-0.4%	116-290
Close	117-110	116-300	-0-130	-0.3%	117-190
Range	0-140	0-180	0-040	28.6%	1-020
ATR	0-129	0-133	0-004	2.8%	0-000
Volume	22	703	681	3,095.5%	85

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-247	118-133	117-079
R3	118-067	117-273	117-030
R2	117-207	117-207	117-013
R1	117-093	117-093	116-316	117-060
PP	117-027	117-027	117-027	117-010
S1	116-233	116-233	116-284	116-200
S2	116-167	116-167	116-267
S3	115-307	116-053	116-250
S4	115-127	115-193	116-201

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-217	120-063	118-057
R3	119-197	119-043	117-284
R2	118-177	118-177	117-252
R1	118-023	118-023	117-221	117-250
PP	117-157	117-157	117-157	117-110
S1	117-003	117-003	117-159	116-230
S2	116-137	116-137	117-128
S3	115-117	115-303	117-096
S4	114-097	114-283	117-003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-310	116-280	1-030	0.9%	0-116	0.3%	6%	False	True	164
10	118-100	116-280	1-140	1.2%	0-074	0.2%	4%	False	True	90
20	119-300	116-280	3-020	2.6%	0-056	0.1%	2%	False	True	46
40	119-300	115-080	4-220	4.0%	0-040	0.1%	36%	False	False	26

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	0-003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-265
2.618	118-291
1.618	118-111
1.000	118-000
0.618	117-251
HIGH	117-140
0.618	117-071
0.500	117-050
0.382	117-029
LOW	116-280
0.618	116-169
1.000	116-100
1.618	115-309
2.618	115-129
4.250	114-155

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	117-050	117-130
PP	117-027	117-080
S1	117-003	117-030

Download as Excel Spreadsheet

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

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