ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 115-300 116-180 0-200 0.5% 116-260
High 115-300 116-180 0-200 0.5% 116-260
Low 115-300 116-180 0-200 0.5% 115-280
Close 115-300 116-180 0-200 0.5% 115-280
Range
ATR 0-092 0-099 0-008 8.4% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 116-180 116-180 116-180
R3 116-180 116-180 116-180
R2 116-180 116-180 116-180
R1 116-180 116-180 116-180 116-180
PP 116-180 116-180 116-180 116-180
S1 116-180 116-180 116-180 116-180
S2 116-180 116-180 116-180
S3 116-180 116-180 116-180
S4 116-180 116-180 116-180
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
5 116-180 115-280 0-220 0.6% 0-000 0.0% 100% True False 2
10 116-260 115-280 0-300 0.8% 0-000 0.0% 73% False False 2
20 118-300 115-280 3-020 2.6% 0-000 0.0% 22% False False 2
40 118-300 114-300 4-000 3.4% 0-000 0.0% 41% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 116-180
2.618 116-180
1.618 116-180
1.000 116-180
0.618 116-180
HIGH 116-180
0.618 116-180
0.500 116-180
0.382 116-180
LOW 116-180
0.618 116-180
1.000 116-180
1.618 116-180
2.618 116-180
4.250 116-180
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 116-180 116-143
PP 116-180 116-107
S1 116-180 116-070

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

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