ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 04-May-2011

Day Change Summary
	Previous	Current
	03-May-2011	04-May-2011	Change	Change %	Previous Week
Open	119-290	120-000	0-030	0.1%	118-170
High	120-020	120-110	0-090	0.2%	119-230
Low	119-270	119-270	0-000	0.0%	118-170
Close	120-000	120-070	0-070	0.2%	119-220
Range	0-070	0-160	0-090	128.6%	1-060
ATR	0-146	0-147	0-001	0.7%	0-000
Volume	2,418	2,266	-152	-6.3%	9,798

Daily Pivots for day following 04-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-203	121-137	120-158
R3	121-043	120-297	120-114
R2	120-203	120-203	120-099
R1	120-137	120-137	120-085	120-170
PP	120-043	120-043	120-043	120-060
S1	119-297	119-297	120-055	120-010
S2	119-203	119-203	120-041
S3	119-043	119-137	120-026
S4	118-203	118-297	119-302

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	120-110	119-050	1-060	1.0%	0-118	0.3%	89%	True	False	2,320
10	120-110	118-090	2-020	1.7%	0-120	0.3%	94%	True	False	1,763
20	120-110	116-020	4-090	3.6%	0-145	0.4%	97%	True	False	1,248
40	120-110	116-020	4-090	3.6%	0-096	0.2%	97%	True	False	630

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	0-016
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-150
2.618	121-209
1.618	121-049
1.000	120-270
0.618	120-209
HIGH	120-110
0.618	120-049
0.500	120-030
0.382	120-011
LOW	119-270
0.618	119-171
1.000	119-110
1.618	119-011
2.618	118-171
4.250	117-230

Fisher Pivots for day following 04-May-2011
Pivot	1 day	3 day
R1	120-057	120-043
PP	120-043	120-017
S1	120-030	119-310

Download as Excel Spreadsheet

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

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