ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	116-180	116-190	0-010	0.0%	116-190
High	116-180	116-190	0-010	0.0%	116-210
Low	116-180	116-190	0-010	0.0%	116-090
Close	116-180	116-190	0-010	0.0%	116-190
Range
ATR	0-108	0-101	-0-007	-6.5%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	116-190	116-190	116-190
R3	116-190	116-190	116-190
R2	116-190	116-190	116-190
R1	116-190	116-190	116-190	116-190
PP	116-190	116-190	116-190	116-190
S1	116-190	116-190	116-190	116-190
S2	116-190	116-190	116-190
S3	116-190	116-190	116-190
S4	116-190	116-190	116-190

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-203	117-157	116-256
R3	117-083	117-037	116-223
R2	116-283	116-283	116-212
R1	116-237	116-237	116-201	116-250
PP	116-163	116-163	116-163	116-170
S1	116-117	116-117	116-179	116-130
S2	116-043	116-043	116-168
S3	115-243	115-317	116-157
S4	115-123	115-197	116-124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-210	116-090	0-120	0.3%	0-000	0.0%	83%	False	False	2
10	117-270	116-090	1-180	1.3%	0-000	0.0%	20%	False	False	2
20	118-300	116-050	2-250	2.4%	0-000	0.0%	16%	False	False	2
40	118-300	114-050	4-250	4.1%	0-000	0.0%	51%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	116-190
2.618	116-190
1.618	116-190
1.000	116-190
0.618	116-190
HIGH	116-190
0.618	116-190
0.500	116-190
0.382	116-190
LOW	116-190
0.618	116-190
1.000	116-190
1.618	116-190
2.618	116-190
4.250	116-190

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	116-190	116-195
PP	116-190	116-193
S1	116-190	116-192

Download as Excel Spreadsheet

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

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