ECBOT 10 Year T-Note Future September 2011

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

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	124-220	124-125	-0-095	-0.2%	123-265
High	124-295	124-290	-0-005	0.0%	125-120
Low	124-100	124-075	-0-025	-0.1%	123-195
Close	124-140	124-275	0-135	0.3%	124-275
Range	0-195	0-215	0-020	10.3%	1-245
ATR	0-271	0-267	-0-004	-1.5%	0-000
Volume	1,329,495	1,172,005	-157,490	-11.8%	6,997,185

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-218	126-142	125-073
R3	126-003	125-247	125-014
R2	125-108	125-108	124-314
R1	125-032	125-032	124-295	125-070
PP	124-213	124-213	124-213	124-232
S1	124-137	124-137	124-255	124-175
S2	123-318	123-318	124-236
S3	123-103	123-242	124-216
S4	122-208	123-027	124-157

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-292	129-048	125-266
R3	128-047	127-123	125-110
R2	126-122	126-122	125-059
R1	125-198	125-198	125-007	126-000
PP	124-197	124-197	124-197	124-258
S1	123-273	123-273	124-223	124-075
S2	122-272	122-272	124-171
S3	121-027	122-028	124-120
S4	119-102	120-103	123-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-120	123-195	1-245	1.4%	0-255	0.6%	71%	False	False	1,399,437
10	125-120	121-225	3-215	2.9%	0-280	0.7%	86%	False	False	1,357,706
20	125-120	121-225	3-215	2.9%	0-270	0.7%	86%	False	False	1,321,696
40	125-120	120-180	4-260	3.9%	0-247	0.6%	89%	False	False	1,167,330
60	125-120	118-090	7-030	5.7%	0-218	0.5%	93%	False	False	780,847
80	125-120	116-020	9-100	7.5%	0-194	0.5%	94%	False	False	585,729
100	125-120	116-020	9-100	7.5%	0-162	0.4%	94%	False	False	468,585

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-244
2.618	126-213
1.618	125-318
1.000	125-185
0.618	125-103
HIGH	124-290
0.618	124-208
0.500	124-182
0.382	124-157
LOW	124-075
0.618	123-262
1.000	123-180
1.618	123-047
2.618	122-152
4.250	121-121

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	124-244	124-245
PP	124-213	124-215
S1	124-182	124-185

Download as Excel Spreadsheet

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

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