ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	123-135	122-185	-0-270	-0.7%	123-120
High	123-150	123-265	0-115	0.3%	124-005
Low	122-145	122-175	0-030	0.1%	122-290
Close	122-170	123-220	1-050	0.9%	123-165
Range	1-005	1-090	0-085	26.2%	1-035
ATR	0-210	0-225	0-015	7.0%	0-000
Volume	1,474,714	1,895,730	421,016	28.5%	6,110,921

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-063	126-232	124-126
R3	125-293	125-142	124-013
R2	124-203	124-203	123-295
R1	124-052	124-052	123-258	124-128
PP	123-113	123-113	123-113	123-151
S1	122-282	122-282	123-182	123-038
S2	122-023	122-023	123-145
S3	120-253	121-192	123-107
S4	119-163	120-102	122-314

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-087	124-040
R3	125-223	125-052	123-263
R2	124-188	124-188	123-230
R1	124-017	124-017	123-198	124-102
PP	123-153	123-153	123-153	123-196
S1	122-302	122-302	123-132	123-068
S2	122-118	122-118	123-100
S3	121-083	121-267	123-067
S4	120-048	120-232	122-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-005	122-145	1-180	1.3%	0-281	0.7%	79%	False	False	1,400,160
10	124-005	122-145	1-180	1.3%	0-246	0.6%	79%	False	False	1,348,103
20	124-005	120-180	3-145	2.8%	0-221	0.6%	90%	False	False	924,914
40	124-005	118-090	5-235	4.6%	0-188	0.5%	94%	False	False	465,660
60	124-005	116-020	7-305	6.4%	0-164	0.4%	96%	False	False	310,546
80	124-005	116-020	7-305	6.4%	0-132	0.3%	96%	False	False	232,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	129-088
2.618	127-058
1.618	125-288
1.000	125-035
0.618	124-198
HIGH	123-265
0.618	123-108
0.500	123-060
0.382	123-012
LOW	122-175
0.618	121-242
1.000	121-085
1.618	120-152
2.618	119-062
4.250	117-032

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	123-167	123-162
PP	123-113	123-103
S1	123-060	123-045

Download as Excel Spreadsheet

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

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