ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 20-Apr-2011

Day Change Summary
	Previous	Current
	19-Apr-2011	20-Apr-2011	Change	Change %	Previous Week
Open	118-180	118-170	-0-010	0.0%	116-020
High	118-270	118-180	-0-090	-0.2%	118-110
Low	118-160	118-100	-0-060	-0.2%	116-020
Close	118-230	118-130	-0-100	-0.3%	118-100
Range	0-110	0-080	-0-030	-27.3%	2-090
ATR	0-161	0-159	-0-002	-1.4%	0-000
Volume	1,217	516	-701	-57.6%	4,359

Daily Pivots for day following 20-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-057	119-013	118-174
R3	118-297	118-253	118-152
R2	118-217	118-217	118-145
R1	118-173	118-173	118-137	118-155
PP	118-137	118-137	118-137	118-128
S1	118-093	118-093	118-123	118-075
S2	118-057	118-057	118-115
S3	117-297	118-013	118-108
S4	117-217	117-253	118-086

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	117-200	1-070	1.0%	0-136	0.4%	64%	False	False	701
10	118-270	116-020	2-250	2.3%	0-160	0.4%	84%	False	False	715
20	118-270	116-020	2-250	2.3%	0-117	0.3%	84%	False	False	402
40	119-300	116-020	3-280	3.3%	0-078	0.2%	60%	False	False	204

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-024
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	119-200
2.618	119-069
1.618	118-309
1.000	118-260
0.618	118-229
HIGH	118-180
0.618	118-149
0.500	118-140
0.382	118-131
LOW	118-100
0.618	118-051
1.000	118-020
1.618	117-291
2.618	117-211
4.250	117-080

Fisher Pivots for day following 20-Apr-2011
Pivot	1 day	3 day
R1	118-140	118-145
PP	118-137	118-140
S1	118-133	118-135

Download as Excel Spreadsheet

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

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