ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 19-Apr-2011

Day Change Summary
	Previous	Current
	18-Apr-2011	19-Apr-2011	Change	Change %	Previous Week
Open	118-070	118-180	0-110	0.3%	116-020
High	118-230	118-270	0-040	0.1%	118-110
Low	118-020	118-160	0-140	0.4%	116-020
Close	118-210	118-230	0-020	0.1%	118-100
Range	0-210	0-110	-0-100	-47.6%	2-090
ATR	0-165	0-161	-0-004	-2.4%	0-000
Volume	415	1,217	802	193.3%	4,359

Daily Pivots for day following 19-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-230	119-180	118-290
R3	119-120	119-070	118-260
R2	119-010	119-010	118-250
R1	118-280	118-280	118-240	118-305
PP	118-220	118-220	118-220	118-232
S1	118-170	118-170	118-220	118-195
S2	118-110	118-110	118-210
S3	118-000	118-060	118-200
S4	117-210	117-270	118-170

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	118-270	117-060	1-210	1.4%	0-158	0.4%	92%	True	False	885
10	118-270	116-020	2-250	2.3%	0-170	0.4%	96%	True	False	734
20	118-270	116-020	2-250	2.3%	0-122	0.3%	96%	True	False	377
40	119-300	116-020	3-280	3.3%	0-078	0.2%	69%	False	False	191

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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-098
2.618	119-238
1.618	119-128
1.000	119-060
0.618	119-018
HIGH	118-270
0.618	118-228
0.500	118-215
0.382	118-202
LOW	118-160
0.618	118-092
1.000	118-050
1.618	117-302
2.618	117-192
4.250	117-012

Fisher Pivots for day following 19-Apr-2011
Pivot	1 day	3 day
R1	118-225	118-198
PP	118-220	118-167
S1	118-215	118-135

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols