ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 18-May-2011

Day Change Summary
	Previous	Current
	17-May-2011	18-May-2011	Change	Change %	Previous Week
Open	122-250	122-305	0-055	0.1%	122-055
High	123-055	123-055	0-000	0.0%	122-310
Low	122-180	122-125	-0-055	-0.1%	121-235
Close	122-300	122-170	-0-130	-0.3%	122-160
Range	0-195	0-250	0-055	28.2%	1-075
ATR	0-202	0-205	0-003	1.7%	0-000
Volume	1,272,538	1,295,518	22,980	1.8%	5,862,523

Daily Pivots for day following 18-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-013	124-182	122-308
R3	124-083	123-252	122-239
R2	123-153	123-153	122-216
R1	123-002	123-002	122-193	122-272
PP	122-223	122-223	122-223	122-199
S1	122-072	122-072	122-147	122-022
S2	121-293	121-293	122-124
S3	121-043	121-142	122-101
S4	120-113	120-212	122-032

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-033	125-172	123-057
R3	124-278	124-097	122-269
R2	123-203	123-203	122-232
R1	123-022	123-022	122-196	123-112
PP	122-128	122-128	122-128	122-174
S1	121-267	121-267	122-124	122-038
S2	121-053	121-053	122-088
S3	119-298	120-192	122-051
S4	118-223	119-117	121-263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-055	122-005	1-050	0.9%	0-215	0.5%	45%	True	False	1,210,277
10	123-055	121-170	1-205	1.3%	0-216	0.5%	61%	True	False	1,216,758
20	123-055	119-240	3-135	2.8%	0-187	0.5%	81%	True	False	1,019,057
40	123-055	117-295	5-080	4.3%	0-200	0.5%	88%	True	False	1,040,472
60	123-055	117-180	5-195	4.6%	0-223	0.6%	89%	True	False	1,080,505
80	123-055	116-040	7-015	5.8%	0-227	0.6%	91%	True	False	813,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-056
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-158
2.618	125-070
1.618	124-140
1.000	123-305
0.618	123-210
HIGH	123-055
0.618	122-280
0.500	122-250
0.382	122-220
LOW	122-125
0.618	121-290
1.000	121-195
1.618	121-040
2.618	120-110
4.250	119-022

Fisher Pivots for day following 18-May-2011
Pivot	1 day	3 day
R1	122-250	122-250
PP	122-223	122-223
S1	122-197	122-197

Download as Excel Spreadsheet

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

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