ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 13-May-2011

Day Change Summary
	Previous	Current
	12-May-2011	13-May-2011	Change	Change %	Previous Week
Open	122-130	122-060	-0-070	-0.2%	122-055
High	122-215	122-310	0-095	0.2%	122-310
Low	122-005	122-020	0-015	0.0%	121-235
Close	122-055	122-160	0-105	0.3%	122-160
Range	0-210	0-290	0-080	38.1%	1-075
ATR	0-202	0-208	0-006	3.1%	0-000
Volume	1,296,047	1,406,660	110,613	8.5%	5,862,523

Daily Pivots for day following 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-073	124-247	123-000
R3	124-103	123-277	122-240
R2	123-133	123-133	122-213
R1	122-307	122-307	122-187	123-060
PP	122-163	122-163	122-163	122-200
S1	122-017	122-017	122-133	122-090
S2	121-193	121-193	122-107
S3	120-223	121-047	122-080
S4	119-253	120-077	122-000

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-033	125-172	123-057
R3	124-278	124-097	122-269
R2	123-203	123-203	122-232
R1	123-022	123-022	122-196	123-112
PP	122-128	122-128	122-128	122-174
S1	121-267	121-267	122-124	122-038
S2	121-053	121-053	122-088
S3	119-298	120-192	122-051
S4	118-223	119-117	121-263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-310	121-235	1-075	1.0%	0-214	0.5%	62%	True	False	1,172,504
10	122-310	120-285	2-025	1.7%	0-202	0.5%	77%	True	False	1,143,305
20	122-310	119-015	3-295	3.2%	0-192	0.5%	88%	True	False	1,019,642
40	122-310	117-295	5-015	4.1%	0-202	0.5%	91%	True	False	1,034,563
60	122-310	117-050	5-260	4.7%	0-226	0.6%	92%	True	False	1,026,536
80	122-310	116-040	6-270	5.6%	0-228	0.6%	93%	True	False	771,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-262
2.618	125-109
1.618	124-139
1.000	123-280
0.618	123-169
HIGH	122-310
0.618	122-199
0.500	122-165
0.382	122-131
LOW	122-020
0.618	121-161
1.000	121-050
1.618	120-191
2.618	119-221
4.250	118-068

Fisher Pivots for day following 13-May-2011
Pivot	1 day	3 day
R1	122-165	122-144
PP	122-163	122-128
S1	122-162	122-112

Download as Excel Spreadsheet

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

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