ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 02-May-2011

Day Change Summary
	Previous	Current
	29-Apr-2011	02-May-2011	Change	Change %	Previous Week
Open	119-150	119-250	0-100	0.3%	118-170
High	119-230	120-000	0-090	0.2%	119-230
Low	119-150	119-190	0-040	0.1%	118-170
Close	119-220	119-250	0-030	0.1%	119-220
Range	0-080	0-130	0-050	62.5%	1-060
ATR	0-152	0-150	-0-002	-1.0%	0-000
Volume	2,492	2,069	-423	-17.0%	9,798

Daily Pivots for day following 02-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-003	120-257	120-002
R3	120-193	120-127	119-286
R2	120-063	120-063	119-274
R1	119-317	119-317	119-262	119-315
PP	119-253	119-253	119-253	119-252
S1	119-187	119-187	119-238	119-185
S2	119-123	119-123	119-226
S3	118-313	119-057	119-214
S4	118-183	118-247	119-178

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-280	122-150	120-109
R3	121-220	121-090	120-004
R2	120-160	120-160	119-290
R1	120-030	120-030	119-255	120-095
PP	119-100	119-100	119-100	119-132
S1	118-290	118-290	119-185	119-035
S2	118-040	118-040	119-150
S3	116-300	117-230	119-116
S4	115-240	116-170	119-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-000	118-240	1-080	1.0%	0-128	0.3%	83%	True	False	1,874
10	120-000	118-020	1-300	1.6%	0-129	0.3%	89%	True	False	1,458
20	120-000	116-020	3-300	3.3%	0-140	0.4%	94%	True	False	1,018
40	120-000	116-020	3-300	3.3%	0-091	0.2%	94%	True	False	513

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-232
2.618	121-020
1.618	120-210
1.000	120-130
0.618	120-080
HIGH	120-000
0.618	119-270
0.500	119-255
0.382	119-240
LOW	119-190
0.618	119-110
1.000	119-060
1.618	118-300
2.618	118-170
4.250	117-278

Fisher Pivots for day following 02-May-2011
Pivot	1 day	3 day
R1	119-255	119-228
PP	119-253	119-207
S1	119-252	119-185

Download as Excel Spreadsheet

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

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