ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 117-270 118-060 0-110 0.3% 117-210
High 117-270 118-060 0-110 0.3% 117-230
Low 117-270 118-060 0-110 0.3% 117-130
Close 117-270 118-060 0-110 0.3% 117-160
Range
ATR 0-095 0-096 0-001 1.1% 0-000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-060 118-060 118-060
R3 118-060 118-060 118-060
R2 118-060 118-060 118-060
R1 118-060 118-060 118-060 118-060
PP 118-060 118-060 118-060 118-060
S1 118-060 118-060 118-060 118-060
S2 118-060 118-060 118-060
S3 118-060 118-060 118-060
S4 118-060 118-060 118-060
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-153 118-097 117-215
R3 118-053 117-317 117-188
R2 117-273 117-273 117-178
R1 117-217 117-217 117-169 117-195
PP 117-173 117-173 117-173 117-162
S1 117-117 117-117 117-151 117-095
S2 117-073 117-073 117-142
S3 116-293 117-017 117-132
S4 116-193 116-237 117-105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-060 117-130 0-250 0.7% 0-000 0.0% 100% True False 2
10 118-060 116-180 1-200 1.4% 0-000 0.0% 100% True False 2
20 118-060 115-280 2-100 2.0% 0-000 0.0% 100% True False 2
40 118-300 115-210 3-090 2.8% 0-000 0.0% 77% False False 2
60 118-300 114-050 4-250 4.0% 0-000 0.0% 84% 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
4.250 118-060
2.618 118-060
1.618 118-060
1.000 118-060
0.618 118-060
HIGH 118-060
0.618 118-060
0.500 118-060
0.382 118-060
LOW 118-060
0.618 118-060
1.000 118-060
1.618 118-060
2.618 118-060
4.250 118-060
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 118-060 118-023
PP 118-060 117-307
S1 118-060 117-270

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

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