ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 14-Apr-2011

Day Change Summary
	Previous	Current
	13-Apr-2011	14-Apr-2011	Change	Change %	Previous Week
Open	117-140	117-300	0-160	0.4%	117-300
High	117-250	118-050	0-120	0.3%	117-300
Low	117-060	117-200	0-140	0.4%	116-170
Close	117-280	117-220	-0-060	-0.2%	116-280
Range	0-190	0-170	-0-020	-10.5%	1-130
ATR	0-156	0-157	0-001	0.6%	0-000
Volume	1,438	1,083	-355	-24.7%	1,432

Daily Pivots for day following 14-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-133	119-027	117-314
R3	118-283	118-177	117-267
R2	118-113	118-113	117-251
R1	118-007	118-007	117-236	117-295
PP	117-263	117-263	117-263	117-248
S1	117-157	117-157	117-204	117-125
S2	117-093	117-093	117-189
S3	116-243	116-307	117-173
S4	116-073	116-137	117-126

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	118-050	116-020	2-030	1.8%	0-192	0.5%	78%	True	False	891
10	118-050	116-020	2-030	1.8%	0-159	0.4%	78%	True	False	552
20	119-110	116-020	3-090	2.8%	0-105	0.3%	50%	False	False	282
40	119-300	116-020	3-280	3.3%	0-068	0.2%	42%	False	False	144

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	True
Stretch	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-132
2.618	119-175
1.618	119-005
1.000	118-220
0.618	118-155
HIGH	118-050
0.618	117-305
0.500	117-285
0.382	117-265
LOW	117-200
0.618	117-095
1.000	117-030
1.618	116-245
2.618	116-075
4.250	115-118

Fisher Pivots for day following 14-Apr-2011
Pivot	1 day	3 day
R1	117-285	117-200
PP	117-263	117-180
S1	117-242	117-160

Download as Excel Spreadsheet

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

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