ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	119-120	119-120	0-000	0.0%	120-060
High	119-120	119-250	0-130	0.3%	120-060
Low	119-120	119-120	0-000	0.0%	119-120
Close	119-120	119-210	0-090	0.2%	119-120
Range	0-000	0-130	0-130		0-260
ATR
Volume	10	10	0	0.0%	40

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-263	120-207	119-282
R3	120-133	120-077	119-246
R2	120-003	120-003	119-234
R1	119-267	119-267	119-222	119-295
PP	119-193	119-193	119-193	119-208
S1	119-137	119-137	119-198	119-165
S2	119-063	119-063	119-186
S3	118-253	119-007	119-174
S4	118-123	118-197	119-138

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-027	121-173	119-263
R3	121-087	120-233	119-192
R2	120-147	120-147	119-168
R1	119-293	119-293	119-144	119-250
PP	119-207	119-207	119-207	119-185
S1	119-033	119-033	119-096	118-310
S2	118-267	118-267	119-072
S3	118-007	118-093	119-048
S4	117-067	117-153	118-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-060	119-120	0-260	0.7%	0-026	0.1%	35%	False	True	10
10	120-060	118-160	1-220	1.4%	0-038	0.1%	69%	False	False	11

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	0-001
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-162
2.618	120-270
1.618	120-140
1.000	120-060
0.618	120-010
HIGH	119-250
0.618	119-200
0.500	119-185
0.382	119-170
LOW	119-120
0.618	119-040
1.000	118-310
1.618	118-230
2.618	118-100
4.250	117-208

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	119-202	119-202
PP	119-193	119-193
S1	119-185	119-185

Download as Excel Spreadsheet

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

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