ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 11-Jul-2011

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	122-170	123-265	1-095	1.1%	122-000
High	123-295	124-185	0-210	0.5%	123-295
Low	122-065	123-195	1-130	1.2%	121-310
Close	123-230	124-175	0-265	0.7%	123-230
Range	1-230	0-310	-0-240	-43.6%	1-305
ATR	0-275	0-278	0-002	0.9%	0-000
Volume	1,686,676	1,285,623	-401,053	-23.8%	5,424,285

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-048	126-262	125-026
R3	126-058	125-272	124-260
R2	125-068	125-068	124-232
R1	124-282	124-282	124-203	125-015
PP	124-078	124-078	124-078	124-105
S1	123-292	123-292	124-147	124-025
S2	123-088	123-088	124-118
S3	122-098	122-302	124-090
S4	121-108	121-312	124-004

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-020	128-110	124-254
R3	127-035	126-125	124-082
R2	125-050	125-050	124-025
R1	124-140	124-140	123-287	124-255
PP	123-065	123-065	123-065	123-122
S1	122-155	122-155	123-173	122-270
S2	121-080	121-080	123-115
S3	119-095	120-170	123-058
S4	117-110	118-185	122-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-185	121-310	2-195	2.1%	0-316	0.8%	99%	True	False	1,341,981
10	125-010	121-225	3-105	2.7%	0-317	0.8%	85%	False	False	1,384,269
20	125-010	121-225	3-105	2.7%	0-284	0.7%	85%	False	False	1,343,223
40	125-010	120-180	4-150	3.6%	0-244	0.6%	89%	False	False	1,026,853
60	125-010	117-200	7-130	5.9%	0-212	0.5%	93%	False	False	685,704
80	125-010	116-020	8-310	7.2%	0-184	0.5%	95%	False	False	514,335
100	125-010	115-300	9-030	7.3%	0-153	0.4%	95%	False	False	411,469

Crabel Price Patterns
NR	True
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	0-060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-222
2.618	127-037
1.618	126-047
1.000	125-175
0.618	125-057
HIGH	124-185
0.618	124-067
0.500	124-030
0.382	123-313
LOW	123-195
0.618	123-003
1.000	122-205
1.618	122-013
2.618	121-023
4.250	119-158

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	124-127	124-052
PP	124-078	123-248
S1	124-030	123-125

Download as Excel Spreadsheet

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

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