ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 18-Apr-2011

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	118-000	118-070	0-070	0.2%	116-020
High	118-110	118-230	0-120	0.3%	118-110
Low	118-000	118-020	0-020	0.1%	116-020
Close	118-100	118-210	0-110	0.3%	118-100
Range	0-110	0-210	0-100	90.9%	2-090
ATR	0-161	0-165	0-003	2.2%	0-000
Volume	275	415	140	50.9%	4,359

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-143	120-067	119-006
R3	119-253	119-177	118-268
R2	119-043	119-043	118-248
R1	118-287	118-287	118-229	119-005
PP	118-153	118-153	118-153	118-172
S1	118-077	118-077	118-191	118-115
S2	117-263	117-263	118-172
S3	117-053	117-187	118-152
S4	116-163	116-297	118-094

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	118-230	116-270	1-280	1.6%	0-186	0.5%	97%	True	False	670
10	118-230	116-020	2-210	2.2%	0-173	0.5%	98%	True	False	614
20	118-230	116-020	2-210	2.2%	0-117	0.3%	98%	True	False	316
40	119-300	116-020	3-280	3.3%	0-076	0.2%	67%	False	False	161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-162
2.618	120-140
1.618	119-250
1.000	119-120
0.618	119-040
HIGH	118-230
0.618	118-150
0.500	118-125
0.382	118-100
LOW	118-020
0.618	117-210
1.000	117-130
1.618	117-000
2.618	116-110
4.250	115-088

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	118-182	118-158
PP	118-153	118-107
S1	118-125	118-055

Download as Excel Spreadsheet

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

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