ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 01-Aug-2011

Day Change Summary
	Previous	Current
	29-Jul-2011	01-Aug-2011	Change	Change %	Previous Week
Open	124-170	125-145	0-295	0.7%	124-040
High	125-300	126-135	0-155	0.4%	125-300
Low	124-120	125-095	0-295	0.7%	123-250
Close	125-220	126-045	0-145	0.4%	125-220
Range	1-180	1-040	-0-140	-28.0%	2-050
ATR	0-258	0-265	0-007	2.8%	0-000
Volume	1,451,370	1,332,271	-119,099	-8.2%	5,963,451

Daily Pivots for day following 01-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-105	128-275	126-243
R3	128-065	127-235	126-144
R2	127-025	127-025	126-111
R1	126-195	126-195	126-078	126-270
PP	125-305	125-305	125-305	126-022
S1	125-155	125-155	126-012	125-230
S2	124-265	124-265	125-299
S3	123-225	124-115	125-266
S4	122-185	123-075	125-167

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-193	130-257	126-280
R3	129-143	128-207	126-090
R2	127-093	127-093	126-026
R1	126-157	126-157	125-283	126-285
PP	125-043	125-043	125-043	125-108
S1	124-107	124-107	125-157	124-235
S2	122-313	122-313	125-094
S3	120-263	122-057	125-030
S4	118-213	120-007	124-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-135	123-250	2-205	2.1%	0-301	0.7%	89%	True	False	1,228,607
10	126-135	123-220	2-235	2.2%	0-259	0.6%	90%	True	False	1,175,150
20	126-135	121-310	4-145	3.5%	0-264	0.7%	94%	True	False	1,255,129
40	126-135	121-225	4-230	3.7%	0-261	0.6%	94%	True	False	1,284,201
60	126-135	120-040	6-095	5.0%	0-242	0.6%	96%	True	False	991,838
80	126-135	116-020	10-115	8.2%	0-217	0.5%	97%	True	False	744,232
100	126-135	116-020	10-115	8.2%	0-185	0.5%	97%	True	False	595,395
120	126-135	115-080	11-055	8.9%	0-158	0.4%	97%	True	False	496,163

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	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-065
2.618	129-117
1.618	128-077
1.000	127-175
0.618	127-037
HIGH	126-135
0.618	125-317
0.500	125-275
0.382	125-233
LOW	125-095
0.618	124-193
1.000	124-055
1.618	123-153
2.618	122-113
4.250	120-165

Fisher Pivots for day following 01-Aug-2011
Pivot	1 day	3 day
R1	126-015	125-277
PP	125-305	125-188
S1	125-275	125-100

Download as Excel Spreadsheet

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

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