ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 13-Apr-2011

Day Change Summary
	Previous	Current
	12-Apr-2011	13-Apr-2011	Change	Change %	Previous Week
Open	116-270	117-140	0-190	0.5%	117-300
High	117-200	117-250	0-050	0.1%	117-300
Low	116-270	117-060	0-110	0.3%	116-170
Close	117-180	117-280	0-100	0.3%	116-280
Range	0-250	0-190	-0-060	-24.0%	1-130
ATR	0-154	0-156	0-003	1.7%	0-000
Volume	141	1,438	1,297	919.9%	1,432

Daily Pivots for day following 13-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-127	119-073	118-064
R3	118-257	118-203	118-012
R2	118-067	118-067	117-315
R1	118-013	118-013	117-297	118-040
PP	117-197	117-197	117-197	117-210
S1	117-143	117-143	117-263	117-170
S2	117-007	117-007	117-245
S3	116-137	116-273	117-228
S4	115-267	116-083	117-176

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%	0-184	0.5%	105%	True	False	730
10	117-310	116-020	1-290	1.6%	0-150	0.4%	95%	False	False	447
20	119-130	116-020	3-110	2.8%	0-098	0.3%	54%	False	False	228
40	119-300	115-300	4-000	3.4%	0-064	0.2%	48%	False	False	117

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	0-012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-098
2.618	119-107
1.618	118-237
1.000	118-120
0.618	118-047
HIGH	117-250
0.618	117-177
0.500	117-155
0.382	117-133
LOW	117-060
0.618	116-263
1.000	116-190
1.618	116-073
2.618	115-203
4.250	114-212

Fisher Pivots for day following 13-Apr-2011
Pivot	1 day	3 day
R1	117-238	117-178
PP	117-197	117-077
S1	117-155	116-295

Download as Excel Spreadsheet

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

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