ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 116-290 117-300 1-010 0.9% 117-210
High 117-150 117-300 0-150 0.4% 117-310
Low 116-290 117-300 1-010 0.9% 116-290
Close 117-190 117-260 0-070 0.2% 117-190
Range 0-180 0-000 -0-180 -100.0% 1-020
ATR 0-129 0-128 -0-001 -1.1% 0-000
Volume 9 57 48 533.3% 85
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 117-287 117-273 117-260
R3 117-287 117-273 117-260
R2 117-287 117-287 117-260
R1 117-273 117-273 117-260 117-280
PP 117-287 117-287 117-287 117-290
S1 117-273 117-273 117-260 117-280
S2 117-287 117-287 117-260
S3 117-287 117-273 117-260
S4 117-287 117-273 117-260
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% 0-064 0.2% 85% False False 25
10 118-200 116-290 1-230 1.5% 0-061 0.2% 53% False False 18
20 119-300 116-290 3-010 2.6% 0-041 0.1% 30% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117-300
2.618 117-300
1.618 117-300
1.000 117-300
0.618 117-300
HIGH 117-300
0.618 117-300
0.500 117-300
0.382 117-300
LOW 117-300
0.618 117-300
1.000 117-300
1.618 117-300
2.618 117-300
4.250 117-300
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 117-300 117-220
PP 117-287 117-180
S1 117-273 117-140

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

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