ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 06-May-2011

Day Change Summary
	Previous	Current
	05-May-2011	06-May-2011	Change	Change %	Previous Week
Open	121-205	122-050	0-165	0.4%	121-040
High	122-070	122-150	0-080	0.2%	122-150
Low	121-180	121-170	-0-010	0.0%	120-285
Close	122-020	122-090	0-070	0.2%	122-090
Range	0-210	0-300	0-090	42.9%	1-185
ATR	0-195	0-202	0-008	3.9%	0-000
Volume	1,248,480	1,707,901	459,421	36.8%	5,570,529

Daily Pivots for day following 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-290	124-170	122-255
R3	123-310	123-190	122-172
R2	123-010	123-010	122-145
R1	122-210	122-210	122-118	122-270
PP	122-030	122-030	122-030	122-060
S1	121-230	121-230	122-062	121-290
S2	121-050	121-050	122-035
S3	120-070	120-250	122-008
S4	119-090	119-270	121-245

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-197	126-008	123-048
R3	125-012	124-143	122-229
R2	123-147	123-147	122-183
R1	122-278	122-278	122-136	123-052
PP	121-282	121-282	121-282	122-009
S1	121-093	121-093	122-044	121-188
S2	120-097	120-097	121-317
S3	118-232	119-228	121-271
S4	117-047	118-043	121-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-150	120-285	1-185	1.3%	0-191	0.5%	88%	True	False	1,114,105
10	122-150	119-300	2-170	2.1%	0-181	0.5%	93%	True	False	970,306
20	122-150	117-295	4-175	3.7%	0-194	0.5%	96%	True	False	989,748
40	122-150	117-295	4-175	3.7%	0-223	0.6%	96%	True	False	1,074,678
60	122-150	116-140	6-010	4.9%	0-224	0.6%	97%	True	False	930,388
80	122-150	116-040	6-110	5.2%	0-225	0.6%	97%	True	False	698,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	126-145
2.618	124-295
1.618	123-315
1.000	123-130
0.618	123-015
HIGH	122-150
0.618	122-035
0.500	122-000
0.382	121-285
LOW	121-170
0.618	120-305
1.000	120-190
1.618	120-005
2.618	119-025
4.250	117-175

Fisher Pivots for day following 06-May-2011
Pivot	1 day	3 day
R1	122-060	122-046
PP	122-030	122-002
S1	122-000	121-278

Download as Excel Spreadsheet

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

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