ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 08-Apr-2011

Day Change Summary
	Previous	Current
	07-Apr-2011	08-Apr-2011	Change	Change %	Previous Week
Open	116-220	116-220	0-000	0.0%	117-300
High	117-030	116-230	-0-120	-0.3%	117-300
Low	116-220	116-170	-0-050	-0.1%	116-170
Close	117-020	116-280	-0-060	-0.2%	116-280
Range	0-130	0-060	-0-070	-53.8%	1-130
ATR	0-133	0-135	0-003	2.0%	0-000
Volume	277	373	96	34.7%	1,432

Daily Pivots for day following 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-087	117-083	116-313
R3	117-027	117-023	116-296
R2	116-287	116-287	116-291
R1	116-283	116-283	116-286	116-285
PP	116-227	116-227	116-227	116-228
S1	116-223	116-223	116-274	116-225
S2	116-167	116-167	116-269
S3	116-107	116-163	116-264
S4	116-047	116-103	116-247

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-107	120-163	117-208
R3	119-297	119-033	117-084
R2	118-167	118-167	117-042
R1	117-223	117-223	117-001	117-130
PP	117-037	117-037	117-037	116-310
S1	116-093	116-093	116-239	116-000
S2	115-227	115-227	116-198
S3	114-097	114-283	116-156
S4	112-287	113-153	116-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-300	116-170	1-130	1.2%	0-102	0.3%	24%	False	True	286
10	117-310	116-170	1-140	1.2%	0-084	0.2%	24%	False	True	151
20	119-300	116-170	3-130	2.9%	0-066	0.2%	10%	False	True	79
40	119-300	115-220	4-080	3.6%	0-045	0.1%	28%	False	False	42

Crabel Price Patterns
NR	True
NR4	True
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	0-004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-165
2.618	117-067
1.618	117-007
1.000	116-290
0.618	116-267
HIGH	116-230
0.618	116-207
0.500	116-200
0.382	116-193
LOW	116-170
0.618	116-133
1.000	116-110
1.618	116-073
2.618	116-013
4.250	115-235

Fisher Pivots for day following 08-Apr-2011
Pivot	1 day	3 day
R1	116-253	116-315
PP	116-227	116-303
S1	116-200	116-292

Download as Excel Spreadsheet

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

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