ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 08-Apr-2011

Day Change Summary
	Previous	Current
	07-Apr-2011	08-Apr-2011	Change	Change %	Previous Week
Open	116-020	115-280	-0-060	-0.2%	116-260
High	116-020	115-280	-0-060	-0.2%	116-260
Low	116-020	115-280	-0-060	-0.2%	115-280
Close	116-020	115-280	-0-060	-0.2%	115-280
Range
ATR	0-100	0-097	-0-003	-2.9%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	115-280	115-280	115-280
R3	115-280	115-280	115-280
R2	115-280	115-280	115-280
R1	115-280	115-280	115-280	115-280
PP	115-280	115-280	115-280	115-280
S1	115-280	115-280	115-280	115-280
S2	115-280	115-280	115-280
S3	115-280	115-280	115-280
S4	115-280	115-280	115-280

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-000	118-120	116-125
R3	118-020	117-140	116-042
R2	117-040	117-040	116-015
R1	116-160	116-160	115-308	116-110
PP	116-060	116-060	116-060	116-035
S1	115-180	115-180	115-252	115-130
S2	115-080	115-080	115-225
S3	114-100	114-200	115-198
S4	113-120	113-220	115-115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-260	115-280	0-300	0.8%	0-000	0.0%	0%	False	True	2
10	116-260	115-280	0-300	0.8%	0-000	0.0%	0%	False	True	2
20	118-300	115-280	3-020	2.6%	0-000	0.0%	0%	False	True	2
40	118-300	114-220	4-080	3.7%	0-000	0.0%	28%	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	115-280
2.618	115-280
1.618	115-280
1.000	115-280
0.618	115-280
HIGH	115-280
0.618	115-280
0.500	115-280
0.382	115-280
LOW	115-280
0.618	115-280
1.000	115-280
1.618	115-280
2.618	115-280
4.250	115-280

Fisher Pivots for day following 08-Apr-2011
Pivot	1 day	3 day
R1	115-280	115-310
PP	115-280	115-300
S1	115-280	115-290

Download as Excel Spreadsheet

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

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