ECBOT 10 Year T-Note Future September 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 117-260 116-290 -0-290 -0.8% 117-210
High 117-310 117-150 -0-160 -0.4% 117-310
Low 117-230 116-290 -0-260 -0.7% 116-290
Close 117-180 117-190 0-010 0.0% 117-190
Range 0-080 0-180 0-100 125.0% 1-020
ATR 0-123 0-129 0-006 5.1% 0-000
Volume 29 9 -20 -69.0% 85
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-003 118-277 117-289
R3 118-143 118-097 117-240
R2 117-283 117-283 117-223
R1 117-237 117-237 117-206 117-260
PP 117-103 117-103 117-103 117-115
S1 117-057 117-057 117-174 117-080
S2 116-243 116-243 117-157
S3 116-063 116-197 117-140
S4 115-203 116-017 117-091
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-217 120-063 118-057
R3 119-197 119-043 117-284
R2 118-177 118-177 117-252
R1 118-023 118-023 117-221 117-250
PP 117-157 117-157 117-157 117-110
S1 117-003 117-003 117-159 116-230
S2 116-137 116-137 117-128
S3 115-117 115-303 117-096
S4 114-097 114-283 117-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-310 116-290 1-020 0.9% 0-066 0.2% 65% False True 17
10 118-200 116-290 1-230 1.5% 0-069 0.2% 40% False True 13
20 119-300 116-290 3-010 2.6% 0-042 0.1% 23% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-275
2.618 118-301
1.618 118-121
1.000 118-010
0.618 117-261
HIGH 117-150
0.618 117-081
0.500 117-060
0.382 117-039
LOW 116-290
0.618 116-179
1.000 116-110
1.618 115-319
2.618 115-139
4.250 114-165
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 117-147 117-173
PP 117-103 117-157
S1 117-060 117-140

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

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