ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 26-Apr-2011

Day Change Summary
	Previous	Current
	25-Apr-2011	26-Apr-2011	Change	Change %	Previous Week
Open	118-170	118-240	0-070	0.2%	118-070
High	118-270	119-090	0-140	0.4%	118-270
Low	118-170	118-240	0-070	0.2%	118-020
Close	118-270	119-060	0-110	0.3%	118-160
Range	0-100	0-170	0-070	70.0%	0-250
ATR	0-155	0-156	0-001	0.7%	0-000
Volume	2,497	581	-1,916	-76.7%	2,716

Daily Pivots for day following 26-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-213	120-147	119-154
R3	120-043	119-297	119-107
R2	119-193	119-193	119-091
R1	119-127	119-127	119-076	119-160
PP	119-023	119-023	119-023	119-040
S1	118-277	118-277	119-044	118-310
S2	118-173	118-173	119-029
S3	118-003	118-107	119-013
S4	117-153	117-257	118-286

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	119-090	118-090	1-000	0.8%	0-122	0.3%	91%	True	False	1,075
10	119-090	116-270	2-140	2.0%	0-154	0.4%	96%	True	False	873
20	119-090	116-020	3-070	2.7%	0-133	0.3%	97%	True	False	582
40	119-300	116-020	3-280	3.3%	0-088	0.2%	81%	False	False	294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-172
2.618	120-215
1.618	120-045
1.000	119-260
0.618	119-195
HIGH	119-090
0.618	119-025
0.500	119-005
0.382	118-305
LOW	118-240
0.618	118-135
1.000	118-070
1.618	117-285
2.618	117-115
4.250	116-158

Fisher Pivots for day following 26-Apr-2011
Pivot	1 day	3 day
R1	119-042	119-017
PP	119-023	118-293
S1	119-005	118-250

Download as Excel Spreadsheet

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

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