ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 11-Apr-2011

Day Change Summary
	Previous	Current
	08-Apr-2011	11-Apr-2011	Change	Change %	Previous Week
Open	116-220	116-020	-0-200	-0.5%	117-300
High	116-230	116-310	0-080	0.2%	117-300
Low	116-170	116-020	-0-150	-0.4%	116-170
Close	116-280	116-300	0-020	0.1%	116-280
Range	0-060	0-290	0-230	383.3%	1-130
ATR	0-135	0-146	0-011	8.2%	0-000
Volume	373	1,422	1,049	281.2%	1,432

Daily Pivots for day following 11-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-120	119-020	117-140
R3	118-150	118-050	117-060
R2	117-180	117-180	117-033
R1	117-080	117-080	117-007	117-130
PP	116-210	116-210	116-210	116-235
S1	116-110	116-110	116-273	116-160
S2	115-240	115-240	116-247
S3	114-270	115-140	116-220
S4	113-300	114-170	116-140

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	117-250	116-020	1-230	1.5%	0-160	0.4%	51%	False	True	559
10	117-310	116-020	1-290	1.6%	0-112	0.3%	46%	False	True	292
20	119-300	116-020	3-280	3.3%	0-076	0.2%	23%	False	True	150
40	119-300	115-280	4-020	3.5%	0-052	0.1%	26%	False	False	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	120-262
2.618	119-109
1.618	118-139
1.000	117-280
0.618	117-169
HIGH	116-310
0.618	116-199
0.500	116-165
0.382	116-131
LOW	116-020
0.618	115-161
1.000	115-050
1.618	114-191
2.618	113-221
4.250	112-068

Fisher Pivots for day following 11-Apr-2011
Pivot	1 day	3 day
R1	116-255	116-262
PP	116-210	116-223
S1	116-165	116-185

Download as Excel Spreadsheet

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

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