ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 117-300 118-070 0-090 0.2% 117-210
High 117-300 118-070 0-090 0.2% 117-230
Low 117-300 118-070 0-090 0.2% 117-130
Close 117-300 118-160 0-180 0.5% 117-160
Range
ATR 0-095 0-094 0-000 -0.4% 0-000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 118-100 118-130 118-160
R3 118-100 118-130 118-160
R2 118-100 118-100 118-160
R1 118-130 118-130 118-160 118-115
PP 118-100 118-100 118-100 118-092
S1 118-130 118-130 118-160 118-115
S2 118-100 118-100 118-160
S3 118-100 118-130 118-160
S4 118-100 118-130 118-160
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
5 118-070 117-160 0-230 0.6% 0-000 0.0% 139% True False 2
10 118-070 116-220 1-170 1.3% 0-000 0.0% 118% True False 2
20 118-070 115-280 2-110 2.0% 0-000 0.0% 112% True False 2
40 118-300 115-210 3-090 2.8% 0-000 0.0% 87% False False 2
60 118-300 114-050 4-250 4.0% 0-000 0.0% 91% 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
4.250 118-070
2.618 118-070
1.618 118-070
1.000 118-070
0.618 118-070
HIGH 118-070
0.618 118-070
0.500 118-070
0.382 118-070
LOW 118-070
0.618 118-070
1.000 118-070
1.618 118-070
2.618 118-070
4.250 118-070
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 118-130 118-115
PP 118-100 118-070
S1 118-070 118-025

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

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