ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 116-220 117-100 0-200 0.5% 115-300
High 116-220 117-100 0-200 0.5% 117-100
Low 116-220 117-100 0-200 0.5% 115-300
Close 116-220 117-100 0-200 0.5% 117-100
Range
ATR 0-097 0-104 0-007 7.6% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 117-100 117-100 117-100
R3 117-100 117-100 117-100
R2 117-100 117-100 117-100
R1 117-100 117-100 117-100 117-100
PP 117-100 117-100 117-100 117-100
S1 117-100 117-100 117-100 117-100
S2 117-100 117-100 117-100
S3 117-100 117-100 117-100
S4 117-100 117-100 117-100
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-313 120-167 118-022
R3 119-193 119-047 117-221
R2 118-073 118-073 117-181
R1 117-247 117-247 117-140 118-000
PP 116-273 116-273 116-273 116-310
S1 116-127 116-127 117-060 116-200
S2 115-153 115-153 117-019
S3 114-033 115-007 116-299
S4 112-233 113-207 116-178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-100 115-300 1-120 1.2% 0-000 0.0% 100% True False 2
10 117-100 115-280 1-140 1.2% 0-000 0.0% 100% True False 2
20 117-270 115-280 1-310 1.7% 0-000 0.0% 73% False False 2
40 118-300 115-130 3-170 3.0% 0-000 0.0% 54% 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
4.250 117-100
2.618 117-100
1.618 117-100
1.000 117-100
0.618 117-100
HIGH 117-100
0.618 117-100
0.500 117-100
0.382 117-100
LOW 117-100
0.618 117-100
1.000 117-100
1.618 117-100
2.618 117-100
4.250 117-100
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 117-100 117-067
PP 117-100 117-033
S1 117-100 117-000

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

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