ECBOT 10 Year T-Note Future September 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 117-300 118-000 0-020 0.1% 116-020
High 118-050 118-110 0-060 0.2% 118-110
Low 117-200 118-000 0-120 0.3% 116-020
Close 117-220 118-100 0-200 0.5% 118-100
Range 0-170 0-110 -0-060 -35.3% 2-090
ATR 0-157 0-161 0-004 2.4% 0-000
Volume 1,083 275 -808 -74.6% 4,359
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-080 119-040 118-160
R3 118-290 118-250 118-130
R2 118-180 118-180 118-120
R1 118-140 118-140 118-110 118-160
PP 118-070 118-070 118-070 118-080
S1 118-030 118-030 118-090 118-050
S2 117-280 117-280 118-080
S3 117-170 117-240 118-070
S4 117-060 117-130 118-040
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 124-133 123-207 119-182
R3 122-043 121-117 118-301
R2 119-273 119-273 118-234
R1 119-027 119-027 118-167 119-150
PP 117-183 117-183 117-183 117-245
S1 116-257 116-257 118-033 117-060
S2 115-093 115-093 117-286
S3 113-003 114-167 117-219
S4 110-233 112-077 117-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-110 116-020 2-090 1.9% 0-202 0.5% 99% True False 871
10 118-110 116-020 2-090 1.9% 0-152 0.4% 99% True False 579
20 118-200 116-020 2-180 2.2% 0-110 0.3% 88% False False 296
40 119-300 116-020 3-280 3.3% 0-070 0.2% 58% False False 150
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 0-016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-258
2.618 119-078
1.618 118-288
1.000 118-220
0.618 118-178
HIGH 118-110
0.618 118-068
0.500 118-055
0.382 118-042
LOW 118-000
0.618 117-252
1.000 117-210
1.618 117-142
2.618 117-032
4.250 116-172
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 118-085 118-042
PP 118-070 117-303
S1 118-055 117-245

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

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