ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 03-May-2011

Day Change Summary
	Previous	Current
	02-May-2011	03-May-2011	Change	Change %	Previous Week
Open	119-250	119-290	0-040	0.1%	118-170
High	120-000	120-020	0-020	0.1%	119-230
Low	119-190	119-270	0-080	0.2%	118-170
Close	119-250	120-000	0-070	0.2%	119-220
Range	0-130	0-070	-0-060	-46.2%	1-060
ATR	0-150	0-146	-0-004	-2.9%	0-000
Volume	2,069	2,418	349	16.9%	9,798

Daily Pivots for day following 03-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-200	120-170	120-038
R3	120-130	120-100	120-019
R2	120-060	120-060	120-013
R1	120-030	120-030	120-006	120-045
PP	119-310	119-310	119-310	119-318
S1	119-280	119-280	119-314	119-295
S2	119-240	119-240	119-307
S3	119-170	119-210	119-301
S4	119-100	119-140	119-282

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	120-020	118-280	1-060	1.0%	0-108	0.3%	95%	True	False	2,241
10	120-020	118-090	1-250	1.5%	0-115	0.3%	96%	True	False	1,658
20	120-020	116-020	4-000	3.3%	0-144	0.4%	98%	True	False	1,136
40	120-020	116-020	4-000	3.3%	0-092	0.2%	98%	True	False	573

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	120-318
2.618	120-203
1.618	120-133
1.000	120-090
0.618	120-063
HIGH	120-020
0.618	119-313
0.500	119-305
0.382	119-297
LOW	119-270
0.618	119-227
1.000	119-200
1.618	119-157
2.618	119-087
4.250	118-292

Fisher Pivots for day following 03-May-2011
Pivot	1 day	3 day
R1	119-315	119-295
PP	119-310	119-270
S1	119-305	119-245

Download as Excel Spreadsheet

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

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