ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 15-Apr-2011

Day Change Summary
	Previous	Current
	14-Apr-2011	15-Apr-2011	Change	Change %	Previous Week
Open	117-300	118-000	0-020	0.1%	116-020
High	118-050	118-110	0-060	0.2%	118-110
Low	117-200	118-000	0-120	0.3%	116-020
Close	117-220	118-100	0-200	0.5%	118-100
Range	0-170	0-110	-0-060	-35.3%	2-090
ATR	0-157	0-161	0-004	2.4%	0-000
Volume	1,083	275	-808	-74.6%	4,359

Daily Pivots for day following 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-080	119-040	118-160
R3	118-290	118-250	118-130
R2	118-180	118-180	118-120
R1	118-140	118-140	118-110	118-160
PP	118-070	118-070	118-070	118-080
S1	118-030	118-030	118-090	118-050
S2	117-280	117-280	118-080
S3	117-170	117-240	118-070
S4	117-060	117-130	118-040

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-133	123-207	119-182
R3	122-043	121-117	118-301
R2	119-273	119-273	118-234
R1	119-027	119-027	118-167	119-150
PP	117-183	117-183	117-183	117-245
S1	116-257	116-257	118-033	117-060
S2	115-093	115-093	117-286
S3	113-003	114-167	117-219
S4	110-233	112-077	117-018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-110	116-020	2-090	1.9%	0-202	0.5%	99%	True	False	871
10	118-110	116-020	2-090	1.9%	0-152	0.4%	99%	True	False	579
20	118-200	116-020	2-180	2.2%	0-110	0.3%	88%	False	False	296
40	119-300	116-020	3-280	3.3%	0-070	0.2%	58%	False	False	150

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-258
2.618	119-078
1.618	118-288
1.000	118-220
0.618	118-178
HIGH	118-110
0.618	118-068
0.500	118-055
0.382	118-042
LOW	118-000
0.618	117-252
1.000	117-210
1.618	117-142
2.618	117-032
4.250	116-172

Fisher Pivots for day following 15-Apr-2011
Pivot	1 day	3 day
R1	118-085	118-042
PP	118-070	117-303
S1	118-055	117-245

Download as Excel Spreadsheet

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

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