ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 116-270 117-140 0-190 0.5% 117-300
High 117-200 117-250 0-050 0.1% 117-300
Low 116-270 117-060 0-110 0.3% 116-170
Close 117-180 117-280 0-100 0.3% 116-280
Range 0-250 0-190 -0-060 -24.0% 1-130
ATR 0-154 0-156 0-003 1.7% 0-000
Volume 141 1,438 1,297 919.9% 1,432
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-127 119-073 118-064
R3 118-257 118-203 118-012
R2 118-067 118-067 117-315
R1 118-013 118-013 117-297 118-040
PP 117-197 117-197 117-197 117-210
S1 117-143 117-143 117-263 117-170
S2 117-007 117-007 117-245
S3 116-137 116-273 117-228
S4 115-267 116-083 117-176
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 121-107 120-163 117-208
R3 119-297 119-033 117-084
R2 118-167 118-167 117-042
R1 117-223 117-223 117-001 117-130
PP 117-037 117-037 117-037 116-310
S1 116-093 116-093 116-239 116-000
S2 115-227 115-227 116-198
S3 114-097 114-283 116-156
S4 112-287 113-153 116-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-250 116-020 1-230 1.5% 0-184 0.5% 105% True False 730
10 117-310 116-020 1-290 1.6% 0-150 0.4% 95% False False 447
20 119-130 116-020 3-110 2.8% 0-098 0.3% 54% False False 228
40 119-300 115-300 4-000 3.4% 0-064 0.2% 48% False False 117
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 False
Bull Hook False
Stretch 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-098
2.618 119-107
1.618 118-237
1.000 118-120
0.618 118-047
HIGH 117-250
0.618 117-177
0.500 117-155
0.382 117-133
LOW 117-060
0.618 116-263
1.000 116-190
1.618 116-073
2.618 115-203
4.250 114-212
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 117-238 117-178
PP 117-197 117-077
S1 117-155 116-295

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

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