ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 117-140 116-220 -0-240 -0.6% 117-210
High 117-140 117-030 -0-110 -0.3% 117-310
Low 116-280 116-220 -0-060 -0.2% 116-290
Close 116-300 117-020 0-040 0.1% 117-190
Range 0-180 0-130 -0-050 -27.8% 1-020
ATR 0-133 0-133 0-000 -0.2% 0-000
Volume 703 277 -426 -60.6% 85
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-053 118-007 117-092
R3 117-243 117-197 117-056
R2 117-113 117-113 117-044
R1 117-067 117-067 117-032 117-090
PP 116-303 116-303 116-303 116-315
S1 116-257 116-257 117-008 116-280
S2 116-173 116-173 116-316
S3 116-043 116-127 116-304
S4 115-233 115-317 116-268
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
5 117-300 116-220 1-080 1.1% 0-126 0.3% 30% False True 213
10 118-010 116-220 1-110 1.1% 0-078 0.2% 28% False True 115
20 119-300 116-220 3-080 2.8% 0-062 0.2% 12% False True 60
40 119-300 115-080 4-220 4.0% 0-044 0.1% 39% False False 32
Crabel Price Patterns
NR True
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 True
Bull Hook False
Stretch 0-003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-262
2.618 118-050
1.618 117-240
1.000 117-160
0.618 117-110
HIGH 117-030
0.618 116-300
0.500 116-285
0.382 116-270
LOW 116-220
0.618 116-140
1.000 116-090
1.618 116-010
2.618 115-200
4.250 114-308
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 117-002 117-075
PP 116-303 117-057
S1 116-285 117-038

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

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