ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 25-Apr-2011

Day Change Summary
	Previous	Current
	21-Apr-2011	25-Apr-2011	Change	Change %	Previous Week
Open	118-110	118-170	0-060	0.2%	118-070
High	118-240	118-270	0-030	0.1%	118-270
Low	118-090	118-170	0-080	0.2%	118-020
Close	118-160	118-270	0-110	0.3%	118-160
Range	0-150	0-100	-0-050	-33.3%	0-250
ATR	0-158	0-155	-0-003	-2.2%	0-000
Volume	568	2,497	1,929	339.6%	2,716

Daily Pivots for day following 25-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-217	119-183	119-005
R3	119-117	119-083	118-298
R2	119-017	119-017	118-288
R1	118-303	118-303	118-279	119-000
PP	118-237	118-237	118-237	118-245
S1	118-203	118-203	118-261	118-220
S2	118-137	118-137	118-252
S3	118-037	118-103	118-242
S4	117-257	118-003	118-215

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-260	120-140	118-298
R3	120-010	119-210	118-229
R2	119-080	119-080	118-206
R1	118-280	118-280	118-183	119-020
PP	118-150	118-150	118-150	118-180
S1	118-030	118-030	118-137	118-090
S2	117-220	117-220	118-114
S3	116-290	117-100	118-091
S4	116-040	116-170	118-022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-270	118-020	0-250	0.7%	0-130	0.3%	100%	True	False	1,042
10	118-270	116-020	2-250	2.3%	0-166	0.4%	100%	True	False	957
20	118-270	116-020	2-250	2.3%	0-125	0.3%	100%	True	False	554
40	119-300	116-020	3-280	3.3%	0-083	0.2%	72%	False	False	280

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-055
2.618	119-212
1.618	119-112
1.000	119-050
0.618	119-012
HIGH	118-270
0.618	118-232
0.500	118-220
0.382	118-208
LOW	118-170
0.618	118-108
1.000	118-070
1.618	118-008
2.618	117-228
4.250	117-065

Fisher Pivots for day following 25-Apr-2011
Pivot	1 day	3 day
R1	118-253	118-240
PP	118-237	118-210
S1	118-220	118-180

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