ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 115-280 115-300 0-020 0.1% 116-260
High 115-280 115-300 0-020 0.1% 116-260
Low 115-280 115-300 0-020 0.1% 115-280
Close 115-280 115-300 0-020 0.1% 115-280
Range
ATR 0-097 0-092 -0-006 -5.7% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 115-300 115-300 115-300
R3 115-300 115-300 115-300
R2 115-300 115-300 115-300
R1 115-300 115-300 115-300 115-300
PP 115-300 115-300 115-300 115-300
S1 115-300 115-300 115-300 115-300
S2 115-300 115-300 115-300
S3 115-300 115-300 115-300
S4 115-300 115-300 115-300
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-000 118-120 116-125
R3 118-020 117-140 116-042
R2 117-040 117-040 116-015
R1 116-160 116-160 115-308 116-110
PP 116-060 116-060 116-060 116-035
S1 115-180 115-180 115-252 115-130
S2 115-080 115-080 115-225
S3 114-100 114-200 115-198
S4 113-120 113-220 115-115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-110 115-280 0-150 0.4% 0-000 0.0% 13% False False 2
10 116-260 115-280 0-300 0.8% 0-000 0.0% 7% False False 2
20 118-300 115-280 3-020 2.6% 0-000 0.0% 2% False False 2
40 118-300 114-280 4-020 3.5% 0-000 0.0% 26% False False 2
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 115-300
2.618 115-300
1.618 115-300
1.000 115-300
0.618 115-300
HIGH 115-300
0.618 115-300
0.500 115-300
0.382 115-300
LOW 115-300
0.618 115-300
1.000 115-300
1.618 115-300
2.618 115-300
4.250 115-300
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 115-300 115-310
PP 115-300 115-307
S1 115-300 115-303

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

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