ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 27-Apr-2011

Day Change Summary
	Previous	Current
	26-Apr-2011	27-Apr-2011	Change	Change %	Previous Week
Open	118-240	119-070	0-150	0.4%	118-070
High	119-090	119-070	-0-020	-0.1%	118-270
Low	118-240	118-280	0-040	0.1%	118-020
Close	119-060	118-300	-0-080	-0.2%	118-160
Range	0-170	0-110	-0-060	-35.3%	0-250
ATR	0-156	0-152	-0-003	-2.1%	0-000
Volume	581	1,870	1,289	221.9%	2,716

Daily Pivots for day following 27-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-013	119-267	119-040
R3	119-223	119-157	119-010
R2	119-113	119-113	119-000
R1	119-047	119-047	118-310	119-025
PP	119-003	119-003	119-003	118-312
S1	118-257	118-257	118-290	118-235
S2	118-213	118-213	118-280
S3	118-103	118-147	118-270
S4	117-313	118-037	118-240

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%	66%	False	False	1,206
10	119-090	117-060	2-030	1.8%	0-140	0.4%	84%	False	False	1,046
20	119-090	116-020	3-070	2.7%	0-138	0.4%	89%	False	False	676
40	119-300	116-020	3-280	3.3%	0-090	0.2%	74%	False	False	341

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

Fibonacci Retracements and Extensions
4.250	120-218
2.618	120-038
1.618	119-248
1.000	119-180
0.618	119-138
HIGH	119-070
0.618	119-028
0.500	119-015
0.382	119-002
LOW	118-280
0.618	118-212
1.000	118-170
1.618	118-102
2.618	117-312
4.250	117-132

Fisher Pivots for day following 27-Apr-2011
Pivot	1 day	3 day
R1	119-015	118-297
PP	119-003	118-293
S1	118-312	118-290

Download as Excel Spreadsheet

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

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