ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 119-000 119-070 0-070 0.2% 117-270
High 119-000 119-070 0-070 0.2% 118-220
Low 119-000 119-070 0-070 0.2% 117-270
Close 119-000 119-070 0-070 0.2% 118-220
Range
ATR 0-086 0-085 -0-001 -1.3% 0-000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 119-070 119-070 119-070
R3 119-070 119-070 119-070
R2 119-070 119-070 119-070
R1 119-070 119-070 119-070 119-070
PP 119-070 119-070 119-070 119-070
S1 119-070 119-070 119-070 119-070
S2 119-070 119-070 119-070
S3 119-070 119-070 119-070
S4 119-070 119-070 119-070
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-300 120-210 119-048
R3 120-030 119-260 118-294
R2 119-080 119-080 118-270
R1 118-310 118-310 118-245 119-035
PP 118-130 118-130 118-130 118-152
S1 118-040 118-040 118-195 118-085
S2 117-180 117-180 118-170
S3 116-230 117-090 118-146
S4 115-280 116-140 118-072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-070 118-070 1-000 0.8% 0-000 0.0% 100% True False 1
10 119-070 117-130 1-260 1.5% 0-000 0.0% 100% True False 1
20 119-070 115-280 3-110 2.8% 0-000 0.0% 100% True False 1
40 119-070 115-280 3-110 2.8% 0-000 0.0% 100% True False 1
60 119-070 114-050 5-020 4.2% 0-000 0.0% 100% True False 1
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
4.250 119-070
2.618 119-070
1.618 119-070
1.000 119-070
0.618 119-070
HIGH 119-070
0.618 119-070
0.500 119-070
0.382 119-070
LOW 119-070
0.618 119-070
1.000 119-070
1.618 119-070
2.618 119-070
4.250 119-070
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 119-070 119-047
PP 119-070 119-023
S1 119-070 119-000

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

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