ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	116-110	115-300	-0-130	-0.3%	116-190
High	116-110	115-300	-0-130	-0.3%	116-210
Low	116-110	115-300	-0-130	-0.3%	116-090
Close	116-110	115-300	-0-130	-0.3%	116-190
Range
ATR	0-103	0-105	0-002	1.9%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	115-300	115-300	115-300
R3	115-300	115-300	115-300
R2	115-300	115-300	115-300
R1	115-300	115-300	115-300	115-300
PP	115-300	115-300	115-300	115-300
S1	115-300	115-300	115-300	115-300
S2	115-300	115-300	115-300
S3	115-300	115-300	115-300
S4	115-300	115-300	115-300

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	116-260	115-300	0-280	0.8%	0-000	0.0%	0%	False	True	2
10	117-010	115-300	1-030	0.9%	0-000	0.0%	0%	False	True	2
20	118-300	115-300	3-000	2.6%	0-000	0.0%	0%	False	True	2
40	118-300	114-080	4-220	4.0%	0-000	0.0%	36%	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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	115-300
2.618	115-300
1.618	115-300
1.000	115-300
0.618	115-300
HIGH	115-300
0.618	115-300
0.500	115-300
0.382	115-300
LOW	115-300
0.618	115-300
1.000	115-300
1.618	115-300
2.618	115-300
4.250	115-300

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	115-300	116-120
PP	115-300	116-073
S1	115-300	116-027

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols