ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 19-May-2011

Day Change Summary
	Previous	Current
	18-May-2011	19-May-2011	Change	Change %	Previous Week
Open	122-305	122-140	-0-165	-0.4%	122-055
High	123-055	122-205	-0-170	-0.4%	122-310
Low	122-125	121-305	-0-140	-0.4%	121-235
Close	122-170	122-195	0-025	0.1%	122-160
Range	0-250	0-220	-0-030	-12.0%	1-075
ATR	0-205	0-206	0-001	0.5%	0-000
Volume	1,295,518	1,584,153	288,635	22.3%	5,862,523

Daily Pivots for day following 19-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-148	124-072	122-316
R3	123-248	123-172	122-256
R2	123-028	123-028	122-235
R1	122-272	122-272	122-215	122-310
PP	122-128	122-128	122-128	122-148
S1	122-052	122-052	122-175	122-090
S2	121-228	121-228	122-155
S3	121-008	121-152	122-134
S4	120-108	120-252	122-074

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	123-055	121-305	1-070	1.0%	0-217	0.6%	54%	False	True	1,267,898
10	123-055	121-170	1-205	1.3%	0-216	0.6%	66%	False	False	1,250,325
20	123-055	119-240	3-135	2.8%	0-192	0.5%	84%	False	False	1,057,905
40	123-055	117-295	5-080	4.3%	0-201	0.5%	89%	False	False	1,051,675
60	123-055	117-180	5-195	4.6%	0-223	0.6%	90%	False	False	1,101,825
80	123-055	116-040	7-015	5.7%	0-226	0.6%	92%	False	False	833,512

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	0-060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-180
2.618	124-141
1.618	123-241
1.000	123-105
0.618	123-021
HIGH	122-205
0.618	122-121
0.500	122-095
0.382	122-069
LOW	121-305
0.618	121-169
1.000	121-085
1.618	120-269
2.618	120-049
4.250	119-010

Fisher Pivots for day following 19-May-2011
Pivot	1 day	3 day
R1	122-162	122-190
PP	122-128	122-185
S1	122-095	122-180

Download as Excel Spreadsheet

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

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